+334.9%
PBF vs HBM
+622.7%
-287.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.5% | +8.3% | +3.3% |
| 7D | +2.3% | -3.7% | +6.1% | +3.5% |
| 30D | +11.6% | -3.7% | +15.2% | +12.0% |
| 3M | +81.7% | +8.0% | +73.7% | +72.3% |
| 6M | +96.4% | +15.8% | +80.7% | +72.7% |
| YTD | +189.5% | +34.4% | +155.1% | +136.0% |
| 1Y | +180.7% | +98.2% | +82.6% | +93.2% |
| 3Y | +56.6% | +476.6% | -419.9% | -35.0% |
| 5Y | +802.0% | +331.1% | +470.9% | +289.0% |
| All | +334.9% | +622.7% | -287.8% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling