+1,735.1%
PLTR vs HST
+160.7%
+1,574.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | -6.4% | -1.0% | -5.4% | -6.0% |
| 30D | +10.0% | -12.3% | +22.3% | +16.7% |
| 3M | +23.0% | -6.4% | +29.4% | +25.8% |
| 6M | +13.8% | +15.0% | -1.2% | +4.1% |
| YTD | -1.9% | +30.5% | -32.4% | -16.3% |
| 1Y | +11.6% | +35.7% | -24.0% | -7.1% |
| 3Y | +1,048.4% | +68.4% | +980.0% | +756.0% |
| 5Y | +554.4% | +73.1% | +481.3% | +413.1% |
| All | +1,735.1% | +160.7% | +1,574.4% | +1,305.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling