+362.8%
HPE vs PBF
+817.4%
-454.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.5% | +5.2% |
| 7D | +13.6% | +1.4% | +12.3% | +13.5% |
| 30D | +7.7% | +15.8% | -8.1% | +5.4% |
| 3M | +22.4% | +90.3% | -67.9% | +10.9% |
| 6M | +172.6% | +102.8% | +69.8% | +142.8% |
| YTD | +147.5% | +187.3% | -39.8% | +107.4% |
| 1Y | +151.8% | +161.8% | -10.1% | +112.0% |
| 3Y | +267.1% | +55.5% | +211.6% | +216.1% |
| 5Y | +362.8% | +801.9% | -439.2% | +192.9% |
| All | +362.8% | +817.4% | -454.6% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling