+131.7%
HST vs PBF
+286.8%
-155.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -2.7% | -13.8% | +11.1% | +0.4% |
| 30D | +10.7% | -19.6% | +30.3% | +15.5% |
| 3M | +6.3% | +10.3% | -4.0% | +2.4% |
| 6M | +19.0% | +63.4% | -44.5% | +3.2% |
| YTD | +47.0% | +152.6% | -105.6% | +11.7% |
| 1Y | +53.4% | +87.4% | -33.9% | +24.7% |
| 3Y | +78.0% | +63.3% | +14.7% | +40.6% |
| 5Y | +71.7% | +412.5% | -340.8% | -8.5% |
| All | +131.7% | +286.8% | -155.1% | +1.1% |
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