+1,660.3%
PLTR vs HYG
+30.2%
+1,630.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -4.1% | -0.7% | -3.4% | -1.5% |
| 30D | -2.2% | -0.7% | -1.5% | +0.6% |
| 3M | +27.6% | -0.2% | +27.8% | +29.1% |
| 6M | +10.3% | +1.4% | +8.9% | +5.5% |
| YTD | -5.9% | +1.5% | -7.4% | -10.0% |
| 1Y | +1.7% | +2.9% | -1.1% | -7.1% |
| 3Y | +959.1% | +25.6% | +933.4% | +412.0% |
| 5Y | +536.3% | +18.6% | +517.8% | +321.2% |
| All | +1,660.3% | +30.2% | +1,630.1% | +1,045.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling