+255.2%
PBF vs HAS
+106.0%
+149.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +5.1% |
| 7D | -4.0% | +2.0% | -6.0% | -4.7% |
| 30D | -18.0% | +30.9% | -48.9% | -26.6% |
| 3M | +0.9% | +28.8% | -27.8% | -9.1% |
| 6M | +65.7% | +32.3% | +33.4% | +46.4% |
| YTD | +161.9% | +54.7% | +107.2% | +111.6% |
| 1Y | +77.8% | +63.2% | +14.6% | +39.9% |
| 3Y | +74.9% | +220.7% | -145.8% | -0.7% |
| 5Y | +423.4% | +53.3% | +370.0% | +301.6% |
| 10Y | +255.2% | +104.2% | +150.9% | +133.4% |
| All | +255.2% | +106.0% | +149.1% | +133.4% |
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