+499.6%
PLTR vs HST
+71.5%
+428.1%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -12.9% | -2.7% | -10.2% | -11.1% |
| 30D | -17.4% | +10.7% | -28.1% | -22.9% |
| 3M | +2.9% | +6.3% | -3.4% | -1.7% |
| 6M | +19.9% | +19.0% | +0.9% | +3.6% |
| YTD | -9.8% | +47.0% | -56.8% | -34.9% |
| 1Y | -8.4% | +53.4% | -61.8% | -36.3% |
| 3Y | +765.0% | +78.0% | +687.0% | +411.7% |
| All | +499.6% | +71.5% | +428.1% | +255.6% |
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