-3.4%
HAL vs PBF
+64.9%
-68.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +2.9% | +4.3% | -1.4% | +1.7% |
| 30D | +17.0% | +22.0% | -4.9% | +9.8% |
| 3M | -9.7% | +74.5% | -84.1% | -25.2% |
| 6M | +8.6% | +67.7% | -59.1% | -10.5% |
| YTD | +33.0% | +179.2% | -146.2% | -9.3% |
| 1Y | +68.3% | +170.0% | -101.7% | +13.8% |
| All | -3.4% | +64.9% | -68.2% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling