+349.2%
HBAN vs PBF
+317.1%
+32.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -4.9% | -2.3% |
| 7D | +2.1% | +2.4% | -0.3% | +1.5% |
| 30D | -4.5% | +24.9% | -29.4% | -9.5% |
| 3M | +2.6% | +81.9% | -79.3% | -11.7% |
| 6M | +4.7% | +79.4% | -74.6% | -11.2% |
| YTD | -1.5% | +188.3% | -189.8% | -26.1% |
| 1Y | -1.9% | +177.3% | -179.2% | -26.9% |
| 3Y | +75.2% | +56.0% | +19.2% | +42.5% |
| 5Y | +37.2% | +804.0% | -766.8% | -35.0% |
| 10Y | +156.6% | +334.1% | -177.5% | +12.1% |
| All | +349.2% | +317.1% | +32.1% | +91.0% |
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