+374.8%
HON vs PBF
+317.1%
+57.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -3.9% | -1.1% |
| 7D | -0.8% | +2.4% | -3.2% | -1.1% |
| 30D | -15.2% | +24.9% | -40.0% | -17.8% |
| 3M | -6.0% | +81.9% | -87.8% | -14.0% |
| 6M | -14.9% | +79.4% | -94.3% | -23.0% |
| YTD | +3.2% | +188.3% | -185.2% | -13.3% |
| 1Y | 0.0% | +177.3% | -177.2% | -16.1% |
| 3Y | +21.5% | +56.0% | -34.5% | +6.9% |
| 5Y | +4.0% | +804.0% | -800.0% | -34.7% |
| 10Y | +138.4% | +334.1% | -195.7% | +38.3% |
| All | +374.8% | +317.1% | +57.8% | +165.6% |
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