+1,684.5%
PLTR vs HAS
+33.3%
+1,651.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | 0.0% | -4.8% | +4.9% | +1.9% |
| 30D | -3.3% | -5.1% | +1.9% | -1.4% |
| 3M | +28.4% | +6.4% | +22.0% | +24.3% |
| 6M | +8.4% | -5.6% | +14.0% | +9.1% |
| YTD | -4.6% | +11.0% | -15.6% | -11.2% |
| 1Y | +4.4% | +16.8% | -12.4% | -5.3% |
| 3Y | +1,020.5% | +44.0% | +976.5% | +787.9% |
| 5Y | +548.8% | +11.0% | +537.8% | +469.7% |
| All | +1,684.5% | +33.3% | +1,651.2% | +1,441.8% |
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