+315.0%
PBF vs HBM
+110.5%
+204.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | +6.5% | +2.2% | +4.2% | +5.8% |
| 30D | -20.0% | -11.8% | -8.2% | -17.6% |
| 3M | -3.3% | -19.2% | +15.9% | +1.2% |
| 6M | +76.8% | -22.9% | +99.7% | +82.6% |
| YTD | +168.9% | +7.8% | +161.1% | +140.7% |
| 1Y | +96.4% | +34.9% | +61.4% | +63.2% |
| 3Y | +77.2% | +422.2% | -345.0% | -9.4% |
| 5Y | +417.7% | +192.8% | +224.9% | +198.6% |
| 10Y | +264.7% | +281.1% | -16.4% | +64.1% |
| All | +315.0% | +110.5% | +204.5% | +88.7% |
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