+1,588.2%
PLTR vs HAS
+78.2%
+1,510.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | -12.9% | -0.2% | -12.7% | -12.8% |
| 30D | -17.4% | +31.0% | -48.4% | -25.5% |
| 3M | +2.9% | +30.7% | -27.8% | -7.3% |
| 6M | +19.9% | +23.9% | -4.0% | +9.3% |
| YTD | -9.8% | +48.3% | -58.1% | -24.9% |
| 1Y | -8.4% | +60.2% | -68.6% | -26.4% |
| 3Y | +765.0% | +189.2% | +575.8% | +396.3% |
| 5Y | +516.8% | +50.4% | +466.4% | +386.5% |
| All | +1,588.2% | +78.2% | +1,510.0% | +1,203.7% |
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