+1,681.1%
PLTR vs HWM
+1,170.6%
+510.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +2.9% |
| 7D | -5.1% | +1.6% | -6.7% | -5.8% |
| 30D | -19.1% | -3.9% | -15.1% | -17.8% |
| 3M | -1.6% | -23.2% | +21.6% | +11.4% |
| 6M | +22.8% | -20.0% | +42.8% | +34.6% |
| YTD | -4.8% | +5.7% | -10.5% | -13.2% |
| 1Y | -4.9% | +4.9% | -9.8% | -12.8% |
| 3Y | +826.1% | +347.0% | +479.1% | +268.6% |
| 5Y | +597.7% | +563.0% | +34.7% | +137.3% |
| All | +1,681.1% | +1,170.6% | +510.5% | +519.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling