+1,668.3%
PLTR vs HBM
+421.3%
+1,247.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | +4.7% | +2.2% | +2.5% | +4.1% |
| 30D | -16.4% | -11.8% | -4.6% | -13.5% |
| 3M | -6.2% | -19.2% | +13.1% | -1.2% |
| 6M | +29.2% | -22.9% | +52.1% | +35.9% |
| YTD | -5.5% | +7.8% | -13.3% | -11.1% |
| 1Y | -2.4% | +34.9% | -37.3% | -13.8% |
| 3Y | +752.3% | +422.2% | +330.1% | +406.5% |
| 5Y | +635.8% | +192.8% | +443.0% | +385.7% |
| All | +1,668.3% | +421.3% | +1,247.0% | +1,230.7% |
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