+1,490.9%
HWM vs PBF
+257.4%
+1,233.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.7% |
| 7D | +11.1% | +3.8% | +7.3% | +10.3% |
| 30D | +3.0% | -22.2% | +25.1% | +8.0% |
| 3M | -20.7% | +1.3% | -22.0% | -21.7% |
| 6M | -17.2% | +69.0% | -86.2% | -27.4% |
| YTD | +9.1% | +166.5% | -157.4% | -16.1% |
| 1Y | +9.0% | +88.1% | -79.0% | -9.7% |
| 3Y | +353.8% | +77.9% | +275.9% | +258.7% |
| 5Y | +608.0% | +413.0% | +195.0% | +293.9% |
| All | +1,490.9% | +257.4% | +1,233.5% | +685.9% |
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