+1,579.2%
HWM vs PBF
+299.9%
+1,279.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +4.4% |
| 7D | +1.6% | -7.4% | +9.0% | +3.2% |
| 30D | -3.9% | -17.5% | +13.5% | -0.5% |
| 3M | -23.2% | +13.1% | -36.4% | -25.9% |
| 6M | -20.0% | +72.6% | -92.6% | -30.2% |
| YTD | +5.7% | +161.2% | -155.5% | -18.3% |
| 1Y | +4.9% | +93.3% | -88.5% | -13.7% |
| 3Y | +347.0% | +80.7% | +266.3% | +252.0% |
| 5Y | +563.0% | +396.1% | +166.9% | +271.9% |
| 10Y | +1,579.2% | +252.3% | +1,326.9% | +724.3% |
| All | +1,579.2% | +299.9% | +1,279.3% | +724.3% |
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