+132.1%
HON vs PBF
+367.4%
-235.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.4% |
| 7D | -2.6% | +2.3% | -4.9% | -2.9% |
| 30D | -11.9% | +11.6% | -23.4% | -13.3% |
| 3M | -6.1% | +81.7% | -87.8% | -14.0% |
| 6M | -19.2% | +96.4% | -115.6% | -27.7% |
| YTD | +0.2% | +189.5% | -189.3% | -15.9% |
| 1Y | -1.5% | +180.7% | -182.2% | -17.5% |
| 3Y | +17.9% | +56.6% | -38.7% | +3.8% |
| 5Y | +1.9% | +802.0% | -800.0% | -36.6% |
| All | +132.1% | +367.4% | -235.3% | +37.5% |
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 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