+442.4%
HWM vs PBF
+64.9%
+377.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -2.1% | +4.3% | -6.4% | -2.3% |
| 30D | -11.0% | +22.0% | -33.0% | -11.8% |
| 3M | +4.0% | +74.5% | -70.5% | +1.1% |
| 6M | -0.2% | +67.7% | -67.9% | -3.5% |
| YTD | +26.7% | +179.2% | -152.5% | +14.5% |
| 1Y | +44.7% | +170.0% | -125.3% | +30.5% |
| All | +442.4% | +64.9% | +377.5% | +384.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling