+332.5%
HBM vs PFGC
+110.3%
+222.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -3.3% | -4.8% | +1.5% | -1.1% |
| 30D | -4.8% | -12.5% | +7.7% | +1.2% |
| 3M | -0.4% | -9.7% | +9.3% | +3.6% |
| 6M | +17.9% | +7.0% | +10.9% | +13.0% |
| YTD | +33.7% | +4.5% | +29.2% | +29.0% |
| 1Y | +95.6% | -11.6% | +107.2% | +103.0% |
| 3Y | +458.1% | +58.5% | +399.6% | +329.1% |
| All | +332.5% | +110.3% | +222.2% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling