-19.8%
HD vs PBF
+176.4%
-196.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +0.8% |
| 7D | -2.1% | +4.3% | -6.3% | -1.7% |
| 30D | -8.4% | +22.0% | -30.4% | -6.5% |
| 3M | +4.3% | +74.5% | -70.2% | +10.2% |
| 6M | -11.1% | +67.7% | -78.8% | -6.1% |
| YTD | -4.7% | +179.2% | -183.9% | +0.6% |
| 1Y | -19.8% | +170.0% | -189.8% | -15.9% |
| All | -19.8% | +176.4% | -196.2% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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