+41.7%
HAL vs PBF
+303.9%
-262.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | +2.9% | +4.3% | -1.4% | +1.4% |
| 30D | +17.0% | +22.0% | -4.9% | +8.6% |
| 3M | -9.7% | +74.5% | -84.1% | -27.3% |
| 6M | +8.6% | +67.7% | -59.1% | -13.2% |
| YTD | +33.0% | +179.2% | -146.2% | -12.5% |
| 1Y | +68.3% | +170.0% | -101.7% | +10.0% |
| 3Y | +0.1% | +66.4% | -66.3% | -26.6% |
| 5Y | +102.6% | +764.5% | -661.9% | -21.9% |
| 10Y | +3.8% | +358.5% | -354.7% | -60.1% |
| All | +41.7% | +303.9% | -262.1% | -45.4% |
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