+136,426.2%
KLAC vs HST
+1,587.7%
+134,838.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.4% |
| 7D | +7.5% | -1.3% | +8.8% | +8.3% |
| 30D | -15.3% | +13.4% | -28.7% | -18.8% |
| 3M | -19.6% | +16.7% | -36.3% | -23.7% |
| 6M | -12.5% | +24.0% | -36.5% | -18.9% |
| YTD | +33.0% | +54.0% | -21.0% | +14.5% |
| 1Y | +35.9% | +55.0% | -19.1% | +16.6% |
| 3Y | +208.6% | +89.3% | +119.3% | +147.0% |
| 5Y | +309.5% | +85.4% | +224.1% | +227.9% |
| 10Y | +2,381.5% | +137.1% | +2,244.4% | +1,628.4% |
| All | +136,426.2% | +1,587.7% | +134,838.6% | +36,270.1% |
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