+261.2%
HL vs PBF
+367.4%
-106.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | -5.6% | +2.3% | -7.9% | -5.9% |
| 30D | +12.7% | +11.6% | +1.2% | +11.1% |
| 3M | +42.5% | +81.7% | -39.2% | +31.8% |
| 6M | -9.0% | +96.4% | -105.4% | -17.7% |
| YTD | +4.4% | +189.5% | -185.1% | -10.8% |
| 1Y | +82.7% | +180.7% | -98.1% | +56.0% |
| 3Y | +406.3% | +56.6% | +349.7% | +354.6% |
| 5Y | +238.2% | +802.0% | -563.8% | +142.3% |
| All | +261.2% | +367.4% | -106.2% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling