+5.8%
HD vs PBF
+407.6%
-401.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.8% |
| 7D | +4.3% | -13.8% | +18.1% | +4.6% |
| 30D | +20.2% | -19.6% | +39.8% | +20.6% |
| 3M | -1.0% | +10.3% | -11.3% | -1.4% |
| 6M | +7.9% | +63.4% | -55.5% | +6.0% |
| YTD | +2.0% | +152.6% | -150.6% | -2.8% |
| 1Y | -4.3% | +87.4% | -91.7% | -7.4% |
| 3Y | +25.9% | +63.3% | -37.3% | +19.7% |
| All | +5.8% | +407.6% | -401.9% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling