+1,660.3%
PLTR vs HUM
+7.4%
+1,653.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.4% | +0.8% |
| 7D | -4.1% | +2.1% | -6.1% | -4.1% |
| 30D | -2.2% | +5.4% | -7.6% | -2.3% |
| 3M | +27.6% | +11.4% | +16.2% | +27.3% |
| 6M | +10.3% | +141.5% | -131.2% | +7.2% |
| YTD | -5.9% | +61.2% | -67.1% | -7.8% |
| 1Y | +1.7% | +49.2% | -47.4% | -0.2% |
| 3Y | +959.1% | -9.0% | +968.1% | +909.0% |
| 5Y | +536.3% | +7.2% | +529.2% | +552.4% |
| All | +1,660.3% | +7.4% | +1,653.0% | +1,664.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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