+1,660.3%
PLTR vs HCA
+270.2%
+1,390.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -4.1% | +5.4% | -9.5% | -4.9% |
| 30D | -2.2% | +3.0% | -5.2% | -2.7% |
| 3M | +27.6% | +13.0% | +14.6% | +24.5% |
| 6M | +10.3% | -20.3% | +30.6% | +14.8% |
| YTD | -5.9% | -8.2% | +2.3% | -5.1% |
| 1Y | +1.7% | +6.7% | -5.0% | -1.2% |
| 3Y | +959.1% | +60.4% | +898.7% | +787.0% |
| 5Y | +536.3% | +73.4% | +462.9% | +395.8% |
| All | +1,660.3% | +270.2% | +1,390.1% | +1,379.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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