+1,684.5%
PLTR vs HSY
+40.9%
+1,643.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.6% |
| 7D | 0.0% | -3.0% | +3.0% | -0.7% |
| 30D | -3.3% | -5.0% | +1.8% | -4.4% |
| 3M | +28.4% | -1.3% | +29.7% | +28.1% |
| 6M | +8.4% | -21.5% | +29.9% | +2.4% |
| YTD | -4.6% | -3.3% | -1.4% | -4.6% |
| 1Y | +4.4% | -5.5% | +9.9% | +4.5% |
| 3Y | +1,020.5% | -9.9% | +1,030.4% | +1,024.1% |
| 5Y | +548.8% | +11.3% | +537.4% | +732.1% |
| All | +1,684.5% | +40.9% | +1,643.6% | +2,604.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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