+552.9%
PLTR vs HST
+74.0%
+478.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.7% |
| 7D | -6.4% | -1.0% | -5.4% | -5.9% |
| 30D | +10.0% | -12.3% | +22.3% | +19.8% |
| 3M | +23.0% | -6.4% | +29.4% | +27.0% |
| 6M | +13.8% | +15.0% | -1.2% | -0.6% |
| YTD | -1.9% | +30.5% | -32.4% | -22.8% |
| 1Y | +11.6% | +35.7% | -24.0% | -15.7% |
| 3Y | +1,048.4% | +68.4% | +980.0% | +609.1% |
| All | +552.9% | +74.0% | +478.9% | +313.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling