+138.4%
HLT vs PBF
+799.3%
-660.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -1.6% | +5.3% | -6.9% | -2.0% |
| 30D | -5.0% | +11.7% | -16.8% | -6.0% |
| 3M | -10.4% | +91.1% | -101.5% | -15.9% |
| 6M | +3.2% | +88.4% | -85.2% | -3.8% |
| YTD | +6.7% | +194.1% | -187.3% | -6.4% |
| 1Y | +10.3% | +180.4% | -170.1% | -3.5% |
| 3Y | +99.3% | +59.3% | +40.0% | +80.2% |
| All | +138.4% | +799.3% | -660.9% | +61.2% |
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 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