+1,714.7%
PLTR vs HST
+207.5%
+1,507.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | +0.4% | -1.3% | +1.7% | +1.2% |
| 30D | -17.5% | +13.4% | -30.9% | -22.2% |
| 3M | -1.5% | +16.7% | -18.1% | -8.5% |
| 6M | +25.9% | +24.0% | +1.9% | +12.2% |
| YTD | -3.0% | +54.0% | -57.0% | -23.4% |
| 1Y | -9.7% | +55.0% | -64.8% | -29.0% |
| 3Y | +776.5% | +89.3% | +687.1% | +515.5% |
| 5Y | +649.9% | +85.4% | +564.5% | +444.9% |
| All | +1,714.7% | +207.5% | +1,507.2% | +1,186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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