+256.3%
HL vs PBF
+79.2%
+177.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -5.6% |
| 7D | -7.6% | +4.3% | -11.9% | -7.8% |
| 30D | -17.5% | -21.8% | +4.3% | -16.3% |
| 3M | -26.2% | +1.7% | -28.0% | -26.8% |
| 6M | -35.1% | +69.8% | -104.9% | -38.7% |
| YTD | -30.4% | +167.7% | -198.1% | -40.5% |
| 1Y | -14.0% | +89.0% | -102.9% | -21.5% |
| All | +256.3% | +79.2% | +177.1% | +251.5% |
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 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