+111.0%
PBF vs HBM
+47.3%
+63.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.3% | -6.2% |
| 7D | -0.9% | -5.8% | +4.9% | -1.5% |
| 30D | -13.7% | -18.5% | +4.8% | -15.3% |
| 3M | +10.6% | -10.3% | +20.9% | +9.9% |
| 6M | +61.2% | +2.1% | +59.1% | +65.7% |
| YTD | +172.7% | +12.0% | +160.7% | +161.6% |
| 1Y | +111.0% | +49.8% | +61.3% | +86.0% |
| All | +111.0% | +47.3% | +63.7% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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