+1,706.1%
PLTR vs HAS
+82.0%
+1,624.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | +0.3% |
| 7D | +10.7% | +1.6% | +9.1% | +10.1% |
| 30D | -17.8% | +26.6% | -44.4% | -24.9% |
| 3M | +0.3% | +29.0% | -28.7% | -9.2% |
| 6M | +26.2% | +30.6% | -4.4% | +12.7% |
| YTD | -3.5% | +51.5% | -55.0% | -20.3% |
| 1Y | -6.8% | +58.5% | -65.3% | -24.7% |
| 3Y | +772.3% | +214.1% | +558.2% | +381.0% |
| 5Y | +651.6% | +50.2% | +601.3% | +488.2% |
| All | +1,706.1% | +82.0% | +1,624.1% | +1,284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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