+1,668.3%
PLTR vs HL
+168.4%
+1,499.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | +4.7% | -11.1% | +15.9% | +7.2% |
| 30D | -16.4% | -12.1% | -4.3% | -14.5% |
| 3M | -6.2% | -26.1% | +19.9% | -1.3% |
| 6M | +29.2% | -37.7% | +66.9% | +39.3% |
| YTD | -5.5% | -31.7% | +26.2% | -1.4% |
| 1Y | -2.4% | -11.6% | +9.2% | -3.5% |
| 3Y | +752.3% | +249.6% | +502.7% | +503.2% |
| 5Y | +635.8% | +108.5% | +527.3% | +443.1% |
| All | +1,668.3% | +168.4% | +1,499.9% | +1,270.2% |
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