+342.1%
HWM vs PBF
+80.0%
+262.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +7.3% | +6.5% | +0.8% | +6.9% |
| 30D | +1.6% | -20.0% | +21.6% | +2.4% |
| 3M | -21.9% | -3.3% | -18.5% | -21.9% |
| 6M | -19.0% | +76.8% | -95.9% | -21.6% |
| YTD | +7.9% | +168.9% | -161.0% | -2.5% |
| 1Y | +9.9% | +96.4% | -86.4% | +3.4% |
| 3Y | +342.1% | +77.2% | +264.9% | +301.7% |
| All | +342.1% | +80.0% | +262.1% | +301.7% |
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 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