+250.9%
PBF vs HAS
+97.5%
+153.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | +6.5% | +1.4% | +5.1% | +5.9% |
| 30D | -20.0% | +26.3% | -46.3% | -27.4% |
| 3M | -3.3% | +25.6% | -28.9% | -12.1% |
| 6M | +76.8% | +30.3% | +46.6% | +57.1% |
| YTD | +168.9% | +50.4% | +118.6% | +119.8% |
| 1Y | +96.4% | +57.7% | +38.6% | +56.7% |
| 3Y | +77.2% | +213.4% | -136.2% | +1.6% |
| 5Y | +417.7% | +49.1% | +368.7% | +301.7% |
| All | +250.9% | +97.5% | +153.4% | +142.6% |
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