+1,664.7%
KLAC vs HUT
+435.6%
+1,229.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -2.8% |
| 7D | +6.2% | +18.9% | -12.7% | +4.0% |
| 30D | -5.0% | +12.0% | -17.0% | -6.5% |
| 3M | -14.4% | -14.9% | +0.4% | -13.3% |
| 6M | +28.3% | +96.8% | -68.5% | +17.2% |
| YTD | +51.1% | +108.8% | -57.7% | +36.4% |
| 1Y | +100.4% | +227.4% | -127.0% | +69.6% |
| 3Y | +276.3% | +760.3% | -483.9% | +164.0% |
| 5Y | +452.1% | +86.1% | +366.0% | +304.2% |
| All | +1,664.7% | +435.6% | +1,229.2% | +809.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling