+1,588.2%
PLTR vs HUT
+1,457.7%
+130.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.6% | -11.1% | +0.5% |
| 7D | -12.9% | -11.4% | -1.5% | -11.7% |
| 30D | -17.4% | -41.0% | +23.7% | -9.4% |
| 3M | +2.9% | -41.9% | +44.8% | +11.4% |
| 6M | +19.9% | -51.7% | +71.5% | +30.2% |
| YTD | -9.8% | +14.6% | -24.4% | -22.8% |
| 1Y | -8.4% | +21.4% | -29.8% | -24.1% |
| 3Y | +765.0% | +359.8% | +405.2% | +345.1% |
| 5Y | +516.8% | -27.5% | +544.3% | +269.1% |
| All | +1,588.2% | +1,457.7% | +130.5% | +525.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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