+6.4%
HAL vs PBF
+352.8%
-346.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.9% |
| 7D | +0.5% | +2.4% | -1.9% | -0.4% |
| 30D | +15.9% | +24.9% | -8.9% | +6.1% |
| 3M | -8.7% | +81.9% | -90.6% | -28.7% |
| 6M | +9.0% | +79.4% | -70.3% | -16.2% |
| YTD | +32.0% | +188.3% | -156.3% | -16.6% |
| 1Y | +72.5% | +177.3% | -104.8% | +8.4% |
| 3Y | -4.5% | +56.0% | -60.5% | -29.8% |
| 5Y | +109.7% | +804.0% | -694.3% | -26.8% |
| All | +6.4% | +352.8% | -346.4% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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