+95.6%
HBM vs PFGC
-10.1%
+105.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -3.3% | -4.8% | +1.5% | -1.9% |
| 30D | -4.8% | -12.5% | +7.7% | -1.0% |
| 3M | -0.4% | -9.7% | +9.3% | +1.8% |
| 6M | +17.9% | +7.0% | +10.9% | +11.9% |
| YTD | +33.7% | +4.5% | +29.2% | +30.1% |
| 1Y | +95.6% | -11.6% | +107.2% | +78.5% |
| All | +95.6% | -10.1% | +105.7% | +78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling