+157,277.0%
KLAC vs HST
+1,330.6%
+155,946.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.2% |
| 7D | +5.7% | -1.0% | +6.8% | +6.1% |
| 30D | -3.6% | -12.3% | +8.6% | +0.7% |
| 3M | -12.8% | -6.4% | -6.5% | -11.1% |
| 6M | +26.1% | +15.0% | +11.0% | +19.9% |
| YTD | +53.3% | +30.5% | +22.8% | +39.6% |
| 1Y | +113.7% | +35.7% | +78.0% | +91.5% |
| 3Y | +274.9% | +68.4% | +206.5% | +211.7% |
| 5Y | +470.1% | +73.1% | +397.0% | +367.6% |
| 10Y | +2,997.0% | +92.7% | +2,904.3% | +2,207.7% |
| All | +157,277.0% | +1,330.6% | +155,946.3% | +44,225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling