+409.5%
HON vs PBF
+287.3%
+122.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.1% | -2.1% |
| 7D | +3.6% | +4.3% | -0.7% | +3.0% |
| 30D | +7.8% | -21.8% | +29.6% | +10.9% |
| 3M | -4.8% | +1.7% | -6.5% | -5.7% |
| 6M | -1.7% | +69.8% | -71.5% | -10.0% |
| YTD | +10.7% | +167.7% | -157.0% | -6.6% |
| 1Y | +7.8% | +89.0% | -81.2% | -4.7% |
| 3Y | +28.1% | +78.8% | -50.7% | +9.8% |
| 5Y | +12.2% | +415.4% | -403.2% | -22.9% |
| 10Y | +155.7% | +263.1% | -107.4% | +51.6% |
| All | +409.5% | +287.3% | +122.2% | +186.1% |
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 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