+588.2%
HBM vs PFG
+251.1%
+337.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -1.3% |
| 7D | -3.3% | -0.4% | -2.9% | -3.1% |
| 30D | -4.8% | +2.9% | -7.7% | -7.5% |
| 3M | -0.4% | +6.7% | -7.1% | -6.4% |
| 6M | +17.9% | +33.8% | -15.9% | -7.5% |
| YTD | +33.7% | +35.0% | -1.2% | +3.6% |
| 1Y | +95.6% | +46.4% | +49.2% | +41.5% |
| 3Y | +458.1% | +71.7% | +386.5% | +251.3% |
| 5Y | +329.0% | +113.7% | +215.3% | +127.1% |
| All | +588.2% | +251.1% | +337.1% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling