+9.1%
PLTR vs HWM
+30.1%
-21.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.7% | +8.4% | +0.1% |
| 7D | -5.3% | -9.2% | +3.8% | -3.4% |
| 30D | -1.0% | -17.9% | +16.9% | +3.2% |
| 3M | +24.8% | -6.0% | +30.8% | +24.7% |
| 6M | +8.4% | -7.4% | +15.7% | +7.8% |
| YTD | -4.2% | +13.1% | -17.3% | -19.5% |
| 1Y | +9.1% | +29.3% | -20.2% | -16.4% |
| All | +9.1% | +30.1% | -21.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded HWM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling