+99.8%
HST vs PBF
+354.3%
-254.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.6% |
| 7D | +2.0% | +2.4% | -0.4% | +1.5% |
| 30D | -5.2% | +24.9% | -30.1% | -10.2% |
| 3M | -6.2% | +81.9% | -88.1% | -19.4% |
| 6M | +20.4% | +79.4% | -58.9% | +1.8% |
| YTD | +30.6% | +188.3% | -157.7% | -2.3% |
| 1Y | +37.4% | +177.3% | -139.9% | +2.2% |
| 3Y | +66.1% | +56.0% | +10.1% | +34.6% |
| 5Y | +73.7% | +804.0% | -730.3% | -19.5% |
| 10Y | +99.8% | +334.1% | -234.3% | -13.1% |
| All | +99.8% | +354.3% | -254.5% | -13.1% |
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