Comparativa PLTR HIMS ZETA ASTS

The chart shows the growth of an initial investment of $10,000 in Comparativa PLTR HIMS ZETA ASTS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Jun 10, 2021, Comparativa PLTR HIMS ZETA ASTS's average daily return is +0.21%, while the average monthly return is +4.45%. At this rate, an investment would double in approximately 1.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was May 2024 with a return of +65.7%, while the worst month was Feb 2026 at -18.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Comparativa PLTR HIMS ZETA ASTS closed higher 53% of trading days. The best single day was May 29, 2024 with a return of +20.4%, while the worst single day was Feb 21, 2025 at -13.4%.

Comparativa PLTR HIMS ZETA ASTS has an annualized alpha of 34.66%, beta of 1.91, and R2 of 0.41 versus S&P 500 Index. Calculated based on daily prices since June 10, 2021.

• This portfolio captured 290.76% of S&P 500 Index gains and 114.79% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.41 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Comparativa PLTR HIMS ZETA ASTS has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Comparativa PLTR HIMS ZETA ASTS ranks 9 for risk / return — in the bottom 9% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Comparativa PLTR HIMS ZETA ASTS Sharpe ratio is 0.51 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Comparativa PLTR HIMS ZETA ASTS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Comparativa PLTR HIMS ZETA ASTS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Comparativa PLTR HIMS ZETA ASTS was 47.04%, occurring on May 11, 2022. Recovery took 273 trading sessions.

The current Comparativa PLTR HIMS ZETA ASTS drawdown is 16.72%.

The chart below shows the rolling one-month volatility.