+1,706.1%
PLTR vs HPE
+532.3%
+1,173.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +10.7% | +13.6% | -2.9% | +4.8% |
| 30D | -17.8% | -27.1% | +9.3% | -6.3% |
| 3M | +0.3% | -14.5% | +14.8% | +4.9% |
| 6M | +26.2% | +66.9% | -40.8% | -8.6% |
| YTD | -3.5% | +111.3% | -114.8% | -39.5% |
| 1Y | -6.8% | +117.5% | -124.3% | -42.6% |
| 3Y | +772.3% | +238.1% | +534.2% | +301.8% |
| 5Y | +651.6% | +292.4% | +359.2% | +231.0% |
| All | +1,706.1% | +532.3% | +1,173.8% | +617.9% |
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