+76.8%
PBF vs HBM
-22.0%
+98.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.4% |
| 7D | +6.5% | +2.2% | +4.2% | +6.6% |
| 30D | -20.0% | -11.8% | -8.2% | -20.3% |
| 3M | -3.3% | -19.2% | +15.9% | -4.1% |
| 6M | +76.8% | -22.9% | +99.7% | +72.3% |
| All | +76.8% | -22.0% | +98.8% | +72.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling