+659.0%
HD vs PBF
+265.5%
+393.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.7% |
| 7D | +4.3% | -13.8% | +18.1% | +5.5% |
| 30D | +20.2% | -19.6% | +39.8% | +22.1% |
| 3M | -1.0% | +10.3% | -11.3% | -2.3% |
| 6M | +7.9% | +63.4% | -55.5% | +2.3% |
| YTD | +2.0% | +152.6% | -150.6% | -8.2% |
| 1Y | -4.3% | +87.4% | -91.7% | -11.6% |
| 3Y | +25.9% | +63.3% | -37.3% | +14.9% |
| 5Y | +5.8% | +412.5% | -406.6% | -17.4% |
| 10Y | +262.5% | +282.5% | -20.0% | +156.7% |
| All | +659.0% | +265.5% | +393.6% | +400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling