+565.8%
PLTR vs HPE
+331.4%
+234.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.7% | -10.1% | -5.9% |
| 7D | -5.3% | +10.1% | -15.5% | -9.8% |
| 30D | -1.0% | +5.3% | -6.3% | -4.1% |
| 3M | +24.8% | +12.7% | +12.1% | +15.7% |
| 6M | +8.4% | +167.7% | -159.3% | -40.5% |
| YTD | -4.2% | +135.5% | -139.6% | -44.0% |
| 1Y | +9.1% | +143.4% | -134.3% | -37.9% |
| 3Y | +1,025.6% | +249.2% | +776.4% | +382.6% |
| 5Y | +565.8% | +343.8% | +221.9% | +160.5% |
| All | +565.8% | +331.4% | +234.4% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling