+4.4%
HWM vs PBF
+120.1%
-115.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.7% | +2.4% | -4.7% |
| 7D | +9.4% | -0.9% | +10.3% | +9.4% |
| 30D | -7.0% | -13.7% | +6.7% | -8.0% |
| 3M | -25.9% | +10.6% | -36.5% | -24.6% |
| 6M | -10.8% | +61.2% | -72.0% | -3.9% |
| YTD | +4.3% | +172.7% | -168.4% | +9.3% |
| 1Y | +4.4% | +111.0% | -106.6% | +12.7% |
| All | +4.4% | +120.1% | -115.7% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling