+5.8%
HD vs PBF
+65.3%
-59.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.0% |
| 7D | -2.1% | +4.3% | -6.3% | -2.1% |
| 30D | -8.4% | +22.0% | -30.4% | -8.7% |
| 3M | +4.3% | +74.5% | -70.2% | +3.0% |
| 6M | -11.1% | +67.7% | -78.8% | -12.5% |
| YTD | -4.7% | +179.2% | -183.9% | -10.0% |
| 1Y | -19.8% | +170.0% | -189.8% | -24.7% |
| All | +5.8% | +65.3% | -59.6% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling