+1,714.7%
PLTR vs HBM
+434.9%
+1,279.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | +0.4% | -1.3% | +1.7% | +0.8% |
| 30D | -17.5% | -14.8% | -2.7% | -13.9% |
| 3M | -1.5% | -20.7% | +19.2% | +4.1% |
| 6M | +25.9% | -13.9% | +39.9% | +28.5% |
| YTD | -3.0% | +10.6% | -13.6% | -9.4% |
| 1Y | -9.7% | +32.4% | -42.1% | -19.8% |
| 3Y | +776.5% | +432.0% | +344.5% | +418.1% |
| 5Y | +649.9% | +205.5% | +444.4% | +390.5% |
| All | +1,714.7% | +434.9% | +1,279.8% | +1,256.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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