+21.8%
HAL vs PBF
+258.1%
-236.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.2% | +1.7% |
| 7D | -6.5% | -15.3% | +8.8% | -1.1% |
| 30D | -2.1% | -21.8% | +19.7% | +5.7% |
| 3M | -4.9% | -0.2% | -4.6% | -6.7% |
| 6M | -19.3% | +63.6% | -82.9% | -34.8% |
| YTD | +14.3% | +147.5% | -133.2% | -22.7% |
| 1Y | +17.3% | +69.8% | -52.5% | -9.7% |
| 3Y | -10.9% | +65.3% | -76.2% | -35.3% |
| 5Y | +47.4% | +393.4% | -346.0% | -31.2% |
| 10Y | -20.8% | +240.3% | -261.1% | -67.4% |
| All | +21.8% | +258.1% | -236.2% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling