+1,681.1%
PLTR vs HAS
+81.2%
+1,599.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.8% | +4.9% |
| 7D | -5.1% | +2.2% | -7.3% | -5.8% |
| 30D | -19.1% | +29.6% | -48.6% | -26.7% |
| 3M | -1.6% | +30.3% | -31.9% | -11.3% |
| 6M | +22.8% | +25.6% | -2.8% | +11.4% |
| YTD | -4.8% | +50.8% | -55.6% | -21.2% |
| 1Y | -4.9% | +63.0% | -67.9% | -24.1% |
| 3Y | +826.1% | +211.6% | +614.5% | +412.4% |
| 5Y | +597.7% | +50.4% | +547.3% | +447.0% |
| All | +1,681.1% | +81.2% | +1,599.9% | +1,267.2% |
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