+249.4%
PBF vs HBM
+285.4%
-36.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.7% |
| 7D | +4.3% | +5.1% | -0.8% | +2.5% |
| 30D | -21.8% | -15.8% | -6.0% | -17.8% |
| 3M | +1.7% | -22.4% | +24.1% | +8.8% |
| 6M | +69.8% | -20.2% | +90.0% | +74.0% |
| YTD | +167.7% | +9.0% | +158.7% | +131.0% |
| 1Y | +89.0% | +27.4% | +61.6% | +52.5% |
| 3Y | +78.8% | +424.2% | -345.5% | -25.4% |
| 5Y | +415.4% | +196.1% | +219.3% | +149.6% |
| All | +249.4% | +285.4% | -36.1% | +12.6% |
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