+205.0%
HD vs PBF
+354.3%
-149.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.3% | -5.6% | -2.5% |
| 7D | -1.2% | +2.4% | -3.5% | -1.4% |
| 30D | -11.1% | +24.9% | -36.0% | -12.7% |
| 3M | +2.0% | +81.9% | -79.8% | -3.2% |
| 6M | -10.5% | +79.4% | -89.8% | -15.6% |
| YTD | -6.9% | +188.3% | -195.2% | -16.1% |
| 1Y | -23.2% | +177.3% | -200.4% | -31.0% |
| 3Y | +3.1% | +56.0% | -52.9% | -4.6% |
| 5Y | +7.4% | +804.0% | -796.6% | -19.9% |
| 10Y | +205.0% | +334.1% | -129.1% | +127.8% |
| All | +205.0% | +354.3% | -149.3% | +127.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling