+774.7%
PLTR vs HPE
+241.5%
+533.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.8% | -2.7% | +0.3% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | -17.5% | -28.6% | +11.0% | -7.0% |
| 3M | -1.5% | -7.4% | +5.9% | -0.8% |
| 6M | +25.9% | +63.7% | -37.7% | -5.2% |
| YTD | -3.0% | +111.7% | -114.7% | -37.1% |
| 1Y | -9.7% | +123.5% | -133.2% | -43.3% |
| All | +774.7% | +241.5% | +533.2% | +321.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling