+29.3%
HWM vs PBF
+176.6%
-147.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +3.3% | -14.0% | -10.5% |
| 7D | -9.2% | +2.4% | -11.5% | -9.0% |
| 30D | -17.9% | +24.9% | -42.7% | -16.3% |
| 3M | -6.0% | +81.9% | -87.9% | -0.7% |
| 6M | -7.4% | +79.4% | -86.7% | -2.1% |
| YTD | +13.1% | +188.3% | -175.2% | +15.6% |
| 1Y | +29.3% | +177.3% | -147.9% | +34.7% |
| All | +29.3% | +176.6% | -147.3% | +34.7% |
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