+1,668.3%
PLTR vs HPE
+508.7%
+1,159.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -0.5% |
| 7D | +4.7% | +7.9% | -3.1% | +1.4% |
| 30D | -16.4% | -23.5% | +7.1% | -6.6% |
| 3M | -6.2% | -19.1% | +12.9% | +0.4% |
| 6M | +29.2% | +51.4% | -22.2% | -1.6% |
| YTD | -5.5% | +103.4% | -108.9% | -39.8% |
| 1Y | -2.4% | +114.4% | -116.8% | -39.7% |
| 3Y | +752.3% | +224.7% | +527.6% | +299.6% |
| 5Y | +635.8% | +277.8% | +358.1% | +229.4% |
| All | +1,668.3% | +508.7% | +1,159.6% | +614.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 HPE 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