+73.6%
HST vs PBF
+709.0%
-635.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -1.0% | +4.3% | -5.3% | -1.6% |
| 30D | -12.3% | +22.0% | -34.2% | -14.8% |
| 3M | -6.4% | +74.5% | -80.9% | -14.2% |
| 6M | +15.0% | +67.7% | -52.7% | +4.7% |
| YTD | +30.5% | +179.2% | -148.7% | +8.4% |
| 1Y | +35.7% | +170.0% | -134.3% | +12.3% |
| 3Y | +68.4% | +66.4% | +2.0% | +43.5% |
| All | +73.6% | +709.0% | -635.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling