+649.7%
HBM vs PFG
+1,608.9%
-959.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | +5.5% | +3.2% | +2.3% | +3.3% |
| 30D | +3.3% | +0.9% | +2.3% | +2.4% |
| 3M | +12.7% | +7.7% | +4.9% | +7.0% |
| 6M | +28.2% | +29.0% | -0.8% | +9.6% |
| YTD | +45.3% | +32.5% | +12.8% | +21.8% |
| 1Y | +121.7% | +47.3% | +74.4% | +74.2% |
| 3Y | +523.5% | +68.2% | +455.3% | +353.6% |
| 5Y | +393.9% | +108.5% | +285.4% | +221.7% |
| 10Y | +647.9% | +241.4% | +406.5% | +271.0% |
| All | +649.7% | +1,608.9% | -959.2% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling