-1.5%
HON vs PBF
+167.4%
-168.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.3% |
| 7D | -2.6% | +2.3% | -4.9% | -2.5% |
| 30D | -11.9% | +11.6% | -23.4% | -11.3% |
| 3M | -6.1% | +81.7% | -87.8% | -3.0% |
| 6M | -19.2% | +96.4% | -115.6% | -17.6% |
| YTD | +0.2% | +189.5% | -189.3% | -2.7% |
| 1Y | -1.5% | +180.7% | -182.2% | -5.1% |
| All | -1.5% | +167.4% | -168.9% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling