-19.1%
HAL vs PBF
+299.9%
-319.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -1.1% |
| 7D | -7.9% | -7.4% | -0.5% | -5.4% |
| 30D | -2.1% | -17.5% | +15.4% | +4.4% |
| 3M | +0.4% | +13.1% | -12.7% | -6.2% |
| 6M | -19.2% | +72.6% | -91.9% | -37.1% |
| YTD | +14.4% | +161.2% | -146.8% | -26.7% |
| 1Y | +18.0% | +93.3% | -75.4% | -15.6% |
| 3Y | -9.7% | +80.7% | -90.4% | -38.5% |
| 5Y | +40.1% | +396.1% | -356.0% | -39.9% |
| 10Y | -19.1% | +252.3% | -271.4% | -67.7% |
| All | -19.1% | +299.9% | -319.0% | -67.7% |
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