+193.6%
HST vs PBF
+277.8%
-84.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.0% |
| 7D | -1.1% | -7.4% | +6.2% | +0.4% |
| 30D | +11.6% | -17.5% | +29.1% | +15.7% |
| 3M | +9.5% | +13.1% | -3.6% | +5.2% |
| 6M | +18.9% | +72.6% | -53.7% | +2.6% |
| YTD | +51.0% | +161.2% | -110.2% | +15.5% |
| 1Y | +53.0% | +93.3% | -40.4% | +24.8% |
| 3Y | +87.5% | +80.7% | +6.8% | +46.6% |
| 5Y | +76.7% | +396.1% | -319.4% | -0.6% |
| 10Y | +137.9% | +252.3% | -114.4% | +10.3% |
| All | +193.6% | +277.8% | -84.3% | +32.7% |
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