+1,714.7%
PLTR vs HSY
+44.4%
+1,670.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +2.5% |
| 7D | +0.4% | +1.1% | -0.7% | +0.8% |
| 30D | -17.5% | +7.7% | -25.2% | -15.6% |
| 3M | -1.5% | -2.3% | +0.8% | -1.4% |
| 6M | +25.9% | -5.3% | +31.2% | +25.0% |
| YTD | -3.0% | -0.9% | -2.1% | -1.9% |
| 1Y | -9.7% | +5.2% | -14.9% | -7.3% |
| 3Y | +776.5% | +0.7% | +775.7% | +812.5% |
| 5Y | +649.9% | +12.2% | +637.7% | +858.0% |
| All | +1,714.7% | +44.4% | +1,670.3% | +2,680.2% |
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