+1,714.7%
PLTR vs HUT
+1,706.5%
+8.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.6% | -5.4% | +0.6% |
| 7D | +0.4% | +24.8% | -24.4% | -4.1% |
| 30D | -17.5% | -28.4% | +10.9% | -12.9% |
| 3M | -1.5% | -31.2% | +29.8% | +3.2% |
| 6M | +25.9% | -40.2% | +66.2% | +31.0% |
| YTD | -3.0% | +32.9% | -35.9% | -19.5% |
| 1Y | -9.7% | +39.1% | -48.8% | -27.3% |
| 3Y | +776.5% | +462.8% | +313.7% | +332.4% |
| 5Y | +649.9% | -13.9% | +663.8% | +333.8% |
| All | +1,714.7% | +1,706.5% | +8.2% | +551.6% |
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