-2.6%
HD vs PBF
+82.1%
-84.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -1.2% |
| 7D | +5.2% | -15.3% | +20.5% | +3.5% |
| 30D | +20.7% | -21.8% | +42.5% | +18.1% |
| 3M | +0.8% | -0.2% | +1.0% | +1.5% |
| 6M | +12.2% | +63.6% | -51.4% | +19.5% |
| YTD | +4.2% | +147.5% | -143.3% | +8.8% |
| 1Y | -2.6% | +69.8% | -72.4% | -0.9% |
| All | -2.6% | +82.1% | -84.7% | -0.9% |
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