+1,668.3%
PLTR vs HIG
+322.7%
+1,345.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | +4.7% | +2.6% | +2.1% | +4.3% |
| 30D | -16.4% | +4.2% | -20.6% | -17.1% |
| 3M | -6.2% | +0.2% | -6.4% | -6.3% |
| 6M | +29.2% | +4.6% | +24.6% | +27.7% |
| YTD | -5.5% | +1.1% | -6.6% | -6.2% |
| 1Y | -2.4% | +4.7% | -7.1% | -4.0% |
| 3Y | +752.3% | +95.5% | +656.9% | +662.5% |
| 5Y | +635.8% | +111.7% | +524.2% | +543.6% |
| All | +1,668.3% | +322.7% | +1,345.6% | +1,804.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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