+21.9%
HAL vs PBF
+277.8%
-255.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.3% | -1.0% |
| 7D | -7.9% | -7.4% | -0.5% | -5.6% |
| 30D | -2.1% | -17.5% | +15.4% | +3.9% |
| 3M | +0.4% | +13.1% | -12.7% | -5.7% |
| 6M | -19.2% | +72.6% | -91.9% | -35.9% |
| YTD | +14.4% | +161.2% | -146.8% | -24.1% |
| 1Y | +18.0% | +93.3% | -75.4% | -13.3% |
| 3Y | -9.7% | +80.7% | -90.4% | -36.4% |
| 5Y | +40.1% | +396.1% | -356.0% | -34.7% |
| 10Y | -19.1% | +252.3% | -271.4% | -67.2% |
| All | +21.9% | +277.8% | -255.9% | -52.6% |
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