+677.7%
HPE vs PBF
+212.7%
+464.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.3% | +4.5% | +7.1% |
| 7D | +10.1% | +2.4% | +7.8% | +9.7% |
| 30D | +5.3% | +24.9% | -19.6% | +0.5% |
| 3M | +12.7% | +81.9% | -69.2% | -1.2% |
| 6M | +167.7% | +79.4% | +88.3% | +132.2% |
| YTD | +135.5% | +188.3% | -52.9% | +83.5% |
| 1Y | +143.4% | +177.3% | -33.9% | +88.6% |
| 3Y | +249.2% | +56.0% | +193.2% | +191.4% |
| 5Y | +343.8% | +804.0% | -460.2% | +129.0% |
| 10Y | +495.9% | +334.1% | +161.8% | +197.5% |
| All | +677.7% | +212.7% | +464.9% | +296.9% |
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 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