+367.9%
KLAC vs HTZ
-92.5%
+460.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -8.4% | +15.1% | +7.6% |
| 7D | -12.3% | -14.6% | +2.3% | -10.9% |
| 30D | -29.6% | -20.8% | -8.9% | -28.1% |
| 3M | -28.2% | -18.8% | -9.4% | -27.4% |
| 6M | -23.6% | -74.7% | +51.1% | -14.5% |
| YTD | +14.4% | -68.1% | +82.5% | +23.8% |
| 1Y | +15.4% | -73.5% | +88.9% | +26.9% |
| 3Y | +184.3% | -81.8% | +266.1% | +208.0% |
| 5Y | +248.9% | -95.2% | +344.1% | +363.9% |
| All | +367.9% | -92.5% | +460.4% | +531.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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