+330.8%
PBF vs HBM
+170.0%
+160.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | +4.3% | -6.4% | +10.6% | +6.1% |
| 30D | +22.0% | +5.9% | +16.1% | +19.3% |
| 3M | +74.5% | -8.9% | +83.4% | +75.0% |
| 6M | +67.7% | +10.7% | +57.0% | +53.4% |
| YTD | +179.2% | +38.3% | +140.9% | +135.4% |
| 1Y | +170.0% | +121.3% | +48.7% | +93.5% |
| 3Y | +66.4% | +450.6% | -384.2% | -15.2% |
| 5Y | +764.5% | +338.0% | +426.5% | +348.9% |
| 10Y | +358.5% | +578.6% | -220.1% | +84.8% |
| All | +330.8% | +170.0% | +160.8% | +84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling