+1,645.9%
PLTR vs HIG
+320.6%
+1,325.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -9.1% | -2.3% | -6.8% | -8.8% |
| 30D | -5.2% | -1.2% | -4.0% | -5.0% |
| 3M | +27.4% | +6.3% | +21.1% | +25.7% |
| 6M | +9.7% | +0.6% | +9.2% | +9.3% |
| YTD | -6.7% | +0.6% | -7.3% | -7.2% |
| 1Y | -0.5% | +6.1% | -6.6% | -2.4% |
| 3Y | +996.2% | +102.0% | +894.3% | +878.1% |
| 5Y | +531.1% | +119.2% | +411.9% | +458.4% |
| All | +1,645.9% | +320.6% | +1,325.3% | +1,784.2% |
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