+111.0%
PBF vs HAS
+66.3%
+44.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.1% | -9.7% | -6.1% |
| 7D | -0.9% | +2.4% | -3.3% | -0.4% |
| 30D | -13.7% | +31.6% | -45.3% | -9.3% |
| 3M | +10.6% | +33.9% | -23.2% | +16.6% |
| 6M | +61.2% | +31.4% | +29.8% | +70.2% |
| YTD | +172.7% | +51.6% | +121.1% | +184.7% |
| 1Y | +111.0% | +65.2% | +45.8% | +126.8% |
| All | +111.0% | +66.3% | +44.7% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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