+330.8%
PBF vs HAS
+282.6%
+48.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +4.3% | -1.8% | +6.1% | +5.0% |
| 30D | +22.0% | +2.3% | +19.7% | +20.8% |
| 3M | +74.5% | +10.4% | +64.1% | +66.5% |
| 6M | +67.7% | -3.2% | +70.9% | +65.7% |
| YTD | +179.2% | +15.4% | +163.8% | +154.4% |
| 1Y | +170.0% | +18.8% | +151.2% | +142.3% |
| 3Y | +66.4% | +43.9% | +22.4% | +33.3% |
| 5Y | +764.5% | +13.9% | +750.6% | +643.7% |
| 10Y | +358.5% | +56.4% | +302.1% | +219.0% |
| All | +330.8% | +282.6% | +48.2% | +115.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling