+1,573.3%
HWM vs PBF
+314.2%
+1,259.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +3.3% | -14.0% | -11.3% |
| 7D | -9.2% | +2.4% | -11.5% | -9.7% |
| 30D | -17.9% | +24.9% | -42.7% | -21.7% |
| 3M | -6.0% | +81.9% | -87.9% | -18.0% |
| 6M | -7.4% | +79.4% | -86.7% | -20.6% |
| YTD | +13.1% | +188.3% | -175.2% | -13.6% |
| 1Y | +29.3% | +177.3% | -147.9% | -1.7% |
| 3Y | +389.9% | +56.0% | +333.9% | +302.6% |
| 5Y | +655.5% | +804.0% | -148.5% | +264.7% |
| All | +1,573.3% | +314.2% | +1,259.1% | +703.8% |
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