+284.5%
PBF vs HAS
+101.4%
+183.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -13.8% | -0.2% | -13.6% | -13.8% |
| 30D | -19.6% | +31.0% | -50.6% | -28.1% |
| 3M | +10.3% | +30.7% | -20.4% | -1.3% |
| 6M | +63.4% | +23.9% | +39.5% | +48.1% |
| YTD | +152.6% | +48.3% | +104.3% | +107.5% |
| 1Y | +87.4% | +60.2% | +27.1% | +48.3% |
| 3Y | +63.3% | +189.2% | -126.0% | -3.2% |
| 5Y | +412.5% | +50.4% | +362.1% | +294.7% |
| All | +284.5% | +101.4% | +183.2% | +154.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling