+1,588.2%
PLTR vs HST
+193.7%
+1,394.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -12.9% | -2.7% | -10.2% | -11.6% |
| 30D | -17.4% | +10.7% | -28.1% | -21.1% |
| 3M | +2.9% | +6.3% | -3.4% | -0.2% |
| 6M | +19.9% | +19.0% | +0.9% | +8.9% |
| YTD | -9.8% | +47.0% | -56.8% | -27.1% |
| 1Y | -8.4% | +53.4% | -61.8% | -27.7% |
| 3Y | +765.0% | +78.0% | +687.0% | +525.6% |
| 5Y | +516.8% | +71.7% | +445.2% | +358.5% |
| All | +1,588.2% | +193.7% | +1,394.6% | +1,123.4% |
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