+765.0%
PLTR vs HUT
+336.9%
+428.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.6% | -11.1% | +0.9% |
| 7D | -12.9% | -11.4% | -1.5% | -11.8% |
| 30D | -17.4% | -41.0% | +23.7% | -10.6% |
| 3M | +2.9% | -41.9% | +44.8% | +10.2% |
| 6M | +19.9% | -51.7% | +71.5% | +28.7% |
| YTD | -9.8% | +14.6% | -24.4% | -23.1% |
| 1Y | -8.4% | +21.4% | -29.8% | -24.3% |
| 3Y | +765.0% | +359.8% | +405.2% | +378.7% |
| All | +765.0% | +336.9% | +428.1% | +378.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling