+76.8%
HBAN vs PBF
+56.6%
+20.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -1.9% | +2.3% | -4.3% | -2.2% |
| 30D | -5.9% | +11.6% | -17.4% | -7.3% |
| 3M | +0.2% | +81.7% | -81.5% | -7.9% |
| 6M | +6.6% | +96.4% | -89.8% | -4.5% |
| YTD | -1.7% | +189.5% | -191.2% | -18.6% |
| 1Y | -1.7% | +180.7% | -182.5% | -19.3% |
| All | +76.8% | +56.6% | +20.2% | +43.6% |
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 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