+30.7%
HD vs PBF
+80.0%
-49.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | +1.5% | +6.5% | -4.9% | +1.5% |
| 30D | +18.0% | -20.0% | +38.0% | +18.1% |
| 3M | +2.8% | -3.3% | +6.1% | +2.8% |
| 6M | +17.0% | +76.8% | -59.8% | +15.6% |
| YTD | +3.5% | +168.9% | -165.4% | -1.7% |
| 1Y | -2.6% | +96.4% | -98.9% | -5.5% |
| 3Y | +30.7% | +77.2% | -46.5% | +23.1% |
| All | +30.7% | +80.0% | -49.3% | +23.1% |
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