+1,388.5%
HWM vs PBF
+263.0%
+1,125.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.1% | +2.8% |
| 7D | +3.4% | -13.8% | +17.1% | +6.4% |
| 30D | -7.5% | -19.6% | +12.1% | -3.8% |
| 3M | -28.9% | +10.3% | -39.1% | -31.0% |
| 6M | -19.6% | +63.4% | -83.1% | -29.1% |
| YTD | +0.6% | +152.6% | -152.0% | -21.6% |
| 1Y | +0.3% | +87.4% | -87.0% | -16.9% |
| 3Y | +326.1% | +63.3% | +262.9% | +243.4% |
| 5Y | +525.2% | +412.5% | +112.7% | +247.8% |
| 10Y | +1,492.9% | +282.5% | +1,210.4% | +679.2% |
| All | +1,388.5% | +263.0% | +1,125.5% | +628.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling