+458.1%
HBM vs PFGC
+58.8%
+399.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -3.3% | -4.8% | +1.5% | -1.3% |
| 30D | -4.8% | -12.5% | +7.7% | +0.8% |
| 3M | -0.4% | -9.7% | +9.3% | +3.2% |
| 6M | +17.9% | +7.0% | +10.9% | +12.5% |
| YTD | +33.7% | +4.5% | +29.2% | +28.5% |
| 1Y | +95.6% | -11.6% | +107.2% | +102.0% |
| 3Y | +458.1% | +58.5% | +399.6% | +313.7% |
| All | +458.1% | +58.8% | +399.3% | +313.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling