+610.3%
PLTR vs ALHC
-61.5%
+671.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +3.9% |
| 7D | -12.9% | +1.0% | -13.9% | -13.1% |
| 30D | -17.4% | -14.2% | -3.2% | -15.8% |
| 3M | +2.9% | -45.1% | +48.0% | +11.6% |
| 6M | +19.9% | -59.5% | +79.4% | +33.4% |
| YTD | -9.8% | -62.8% | +53.1% | +1.2% |
| 1Y | -8.4% | -55.5% | +47.1% | -1.2% |
| 3Y | +765.0% | +25.7% | +739.4% | +535.6% |
| 5Y | +516.8% | -66.8% | +583.6% | +464.9% |
| All | +610.3% | -61.5% | +671.7% | +522.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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