+805.0%
PBF vs HBM
+395.3%
+409.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.8% | -2.5% | +1.8% |
| 7D | +2.4% | +7.4% | -5.0% | +0.6% |
| 30D | +24.9% | +5.1% | +19.8% | +22.8% |
| 3M | +81.9% | +11.1% | +70.7% | +74.0% |
| 6M | +79.4% | +30.2% | +49.2% | +57.8% |
| YTD | +188.3% | +46.2% | +142.1% | +139.6% |
| 1Y | +177.3% | +120.0% | +57.2% | +96.2% |
| 3Y | +56.0% | +527.4% | -471.4% | -30.8% |
| All | +805.0% | +395.3% | +409.7% | +297.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling