+56.0%
PBF vs HBM
+522.1%
-466.1%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.8% | -2.5% | +2.5% |
| 7D | +2.4% | +7.4% | -5.0% | +1.4% |
| 30D | +24.9% | +5.1% | +19.8% | +23.7% |
| 3M | +81.9% | +11.1% | +70.7% | +77.5% |
| 6M | +79.4% | +30.2% | +49.2% | +66.2% |
| YTD | +188.3% | +46.2% | +142.1% | +154.3% |
| 1Y | +177.3% | +120.0% | +57.2% | +113.9% |
| 3Y | +56.0% | +527.4% | -471.4% | -18.1% |
| All | +56.0% | +522.1% | -466.1% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling