+1,645.9%
PLTR vs HL
+310.2%
+1,335.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.4% |
| 7D | -9.1% | -5.6% | -3.5% | -8.1% |
| 30D | -5.2% | +12.7% | -17.9% | -7.9% |
| 3M | +27.4% | +42.5% | -15.1% | +17.7% |
| 6M | +9.7% | -9.0% | +18.7% | +9.8% |
| YTD | -6.7% | +4.4% | -11.1% | -10.1% |
| 1Y | -0.5% | +82.7% | -83.2% | -15.2% |
| 3Y | +996.2% | +406.3% | +589.9% | +621.6% |
| 5Y | +531.1% | +238.2% | +293.0% | +328.6% |
| All | +1,645.9% | +310.2% | +1,335.7% | +1,150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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