+597.9%
HPE vs PBF
+189.0%
+408.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.5% |
| 7D | +13.6% | +3.8% | +9.8% | +12.7% |
| 30D | -27.1% | -22.2% | -4.9% | -23.4% |
| 3M | -14.5% | +1.3% | -15.7% | -15.2% |
| 6M | +66.9% | +69.0% | -2.1% | +47.9% |
| YTD | +111.3% | +166.5% | -55.2% | +66.7% |
| 1Y | +117.5% | +88.1% | +29.4% | +83.8% |
| 3Y | +238.1% | +77.9% | +160.1% | +173.4% |
| 5Y | +292.4% | +413.0% | -120.6% | +132.3% |
| 10Y | +389.3% | +261.4% | +127.9% | +151.7% |
| All | +597.9% | +189.0% | +408.9% | +260.5% |
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