-17.4%
HAL vs PBF
+259.1%
-276.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.8% | -1.3% |
| 7D | +2.6% | +4.3% | -1.6% | +0.9% |
| 30D | -0.1% | -21.8% | +21.7% | +8.6% |
| 3M | -1.1% | +1.7% | -2.9% | -3.9% |
| 6M | -20.7% | +69.8% | -90.5% | -37.9% |
| YTD | +17.5% | +167.7% | -150.2% | -25.4% |
| 1Y | +24.1% | +89.0% | -64.9% | -10.4% |
| 3Y | -8.4% | +78.8% | -87.2% | -37.4% |
| 5Y | +53.2% | +415.4% | -362.2% | -35.3% |
| All | -17.4% | +259.1% | -276.5% | -68.0% |
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