+489.7%
HPE vs PBF
+367.4%
+122.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -7.0% | -6.4% |
| 7D | +1.4% | +2.3% | -0.9% | +1.0% |
| 30D | +1.5% | +11.6% | -10.0% | -0.9% |
| 3M | +21.7% | +81.7% | -60.0% | +6.7% |
| 6M | +164.2% | +96.4% | +67.7% | +125.3% |
| YTD | +132.1% | +189.5% | -57.4% | +80.2% |
| 1Y | +130.6% | +180.7% | -50.1% | +77.9% |
| 3Y | +244.1% | +56.6% | +187.5% | +186.4% |
| 5Y | +340.8% | +802.0% | -461.2% | +125.1% |
| All | +489.7% | +367.4% | +122.3% | +208.3% |
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