+1,645.9%
PLTR vs HPE
+594.3%
+1,051.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.2% | +4.1% | +0.6% |
| 7D | -9.1% | +1.4% | -10.6% | -10.0% |
| 30D | -5.2% | +1.5% | -6.7% | -6.6% |
| 3M | +27.4% | +21.7% | +5.6% | +14.3% |
| 6M | +9.7% | +164.2% | -154.4% | -36.5% |
| YTD | -6.7% | +132.1% | -138.7% | -42.8% |
| 1Y | -0.5% | +130.6% | -131.2% | -39.1% |
| 3Y | +996.2% | +244.1% | +752.1% | +415.6% |
| 5Y | +531.1% | +340.8% | +190.3% | +170.0% |
| All | +1,645.9% | +594.3% | +1,051.6% | +579.0% |
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