+79.2%
PBF vs HAS
+61.8%
+17.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.7% |
| 7D | -7.4% | +2.2% | -9.5% | -6.9% |
| 30D | -17.5% | +29.6% | -47.0% | -13.2% |
| 3M | +13.1% | +30.3% | -17.1% | +18.7% |
| 6M | +72.6% | +25.6% | +47.0% | +79.3% |
| YTD | +161.2% | +50.8% | +110.4% | +177.9% |
| All | +79.2% | +61.8% | +17.4% | +96.8% |
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