+547.4%
PLTR vs HYG
+18.4%
+529.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -4.1% | -0.7% | -3.4% | -1.4% |
| 30D | -2.2% | -0.7% | -1.5% | +0.6% |
| 3M | +27.6% | -0.2% | +27.8% | +29.2% |
| 6M | +10.3% | +1.4% | +8.9% | +5.4% |
| YTD | -5.9% | +1.5% | -7.4% | -10.1% |
| 1Y | +1.7% | +2.9% | -1.1% | -7.4% |
| 3Y | +959.1% | +25.6% | +933.4% | +398.3% |
| All | +547.4% | +18.4% | +529.0% | +427.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 5y: compounded portfolio wealth divided by compounded HYG 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…
5y analysis · Full analysis span regression · 6 months rolling