+408.8%
HON vs PBF
+289.1%
+119.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.4% | +6.5% | -5.0% | +0.6% |
| 30D | +7.5% | -20.0% | +27.5% | +10.3% |
| 3M | -4.3% | -3.3% | -1.0% | -4.6% |
| 6M | -1.5% | +76.8% | -78.3% | -10.3% |
| YTD | +10.5% | +168.9% | -158.4% | -6.8% |
| 1Y | +8.5% | +96.4% | -87.8% | -4.5% |
| 3Y | +28.0% | +77.2% | -49.2% | +10.0% |
| 5Y | +12.0% | +417.7% | -405.7% | -23.0% |
| 10Y | +155.4% | +264.7% | -109.4% | +51.3% |
| All | +408.8% | +289.1% | +119.8% | +185.5% |
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 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