+122.6%
HST vs PBF
+259.1%
-136.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.5% |
| 7D | +3.6% | +4.3% | -0.7% | +2.5% |
| 30D | +9.9% | -21.8% | +31.7% | +15.4% |
| 3M | +12.9% | +1.7% | +11.2% | +10.9% |
| 6M | +22.9% | +69.8% | -46.9% | +5.7% |
| YTD | +52.4% | +167.7% | -115.3% | +14.3% |
| 1Y | +52.5% | +89.0% | -36.4% | +23.9% |
| 3Y | +87.4% | +78.8% | +8.7% | +44.9% |
| 5Y | +82.9% | +415.4% | -332.5% | -2.3% |
| All | +122.6% | +259.1% | -136.5% | -2.9% |
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 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