+1,677.1%
PLTR vs HAS
+82.5%
+1,594.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | -3.8% | +3.3% | -7.0% | -4.9% |
| 30D | -19.2% | +30.5% | -49.8% | -27.1% |
| 3M | -3.7% | +29.9% | -33.5% | -13.0% |
| 6M | +22.5% | +26.5% | -4.0% | +10.9% |
| YTD | -5.0% | +51.9% | -57.0% | -21.6% |
| 1Y | -12.8% | +60.9% | -73.7% | -30.0% |
| 3Y | +758.3% | +215.0% | +543.3% | +372.8% |
| 5Y | +649.6% | +51.5% | +598.1% | +486.1% |
| All | +1,677.1% | +82.5% | +1,594.5% | +1,260.4% |
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