+588.2%
HBM vs PFGC
+292.9%
+295.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -3.3% | -4.8% | +1.5% | -1.6% |
| 30D | -4.8% | -12.5% | +7.7% | 0.0% |
| 3M | -0.4% | -9.7% | +9.3% | +2.9% |
| 6M | +17.9% | +7.0% | +10.9% | +14.4% |
| YTD | +33.7% | +4.5% | +29.2% | +30.4% |
| 1Y | +95.6% | -11.6% | +107.2% | +102.0% |
| 3Y | +458.1% | +58.5% | +399.6% | +361.3% |
| 5Y | +329.0% | +112.6% | +216.4% | +213.6% |
| All | +588.2% | +292.9% | +295.3% | +313.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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