+489.1%
KLAC vs HUT
+102.6%
+386.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.4% | -4.5% | +0.7% |
| 7D | +10.6% | +28.3% | -17.7% | +5.8% |
| 30D | -4.5% | +12.3% | -16.8% | -6.8% |
| 3M | -10.3% | -16.8% | +6.6% | -8.4% |
| 6M | +40.9% | +111.4% | -70.5% | +21.7% |
| YTD | +56.1% | +116.6% | -60.5% | +33.2% |
| 1Y | +109.0% | +290.5% | -181.4% | +58.2% |
| 3Y | +288.8% | +792.3% | -503.5% | +123.5% |
| 5Y | +489.1% | +94.1% | +395.0% | +285.7% |
| All | +489.1% | +102.6% | +386.5% | +285.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling