+636.8%
HLT vs PBF
+277.7%
+359.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -1.5% | +1.4% | -2.8% | -1.7% |
| 30D | -1.2% | +15.8% | -17.1% | -3.6% |
| 3M | -10.3% | +90.3% | -100.6% | -19.4% |
| 6M | +1.3% | +102.8% | -101.6% | -11.1% |
| YTD | +7.0% | +187.3% | -180.3% | -12.1% |
| 1Y | +11.9% | +161.8% | -150.0% | -7.6% |
| 3Y | +100.7% | +55.5% | +45.2% | +73.7% |
| 5Y | +147.5% | +801.9% | -654.4% | +47.6% |
| 10Y | +586.5% | +362.2% | +224.3% | +276.7% |
| All | +636.8% | +277.7% | +359.2% | +293.9% |
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