+575.2%
HLT vs PBF
+374.8%
+200.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -1.6% | +5.3% | -6.9% | -2.3% |
| 30D | -5.0% | +11.7% | -16.8% | -6.7% |
| 3M | -10.4% | +91.1% | -101.5% | -19.3% |
| 6M | +3.2% | +88.4% | -85.2% | -7.9% |
| YTD | +6.7% | +194.1% | -187.3% | -12.2% |
| 1Y | +10.3% | +180.4% | -170.1% | -9.5% |
| 3Y | +99.3% | +59.3% | +40.0% | +72.5% |
| 5Y | +143.7% | +816.3% | -672.6% | +46.0% |
| All | +575.2% | +374.8% | +200.4% | +298.2% |
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