+489.1%
KLAC vs HST
+72.4%
+416.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +10.6% | +2.0% | +8.6% | +9.3% |
| 30D | -4.5% | -5.2% | +0.7% | -1.5% |
| 3M | -10.3% | -6.2% | -4.0% | -7.3% |
| 6M | +40.9% | +20.4% | +20.5% | +24.6% |
| YTD | +56.1% | +30.6% | +25.5% | +31.4% |
| 1Y | +109.0% | +37.4% | +71.7% | +69.5% |
| 3Y | +288.8% | +66.1% | +222.7% | +174.2% |
| 5Y | +489.1% | +73.7% | +415.4% | +303.3% |
| All | +489.1% | +72.4% | +416.7% | +303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling