+804.0%
PBF vs HDB
-37.8%
+841.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +3.4% |
| 7D | +2.4% | -2.0% | +4.4% | +2.5% |
| 30D | +24.9% | -4.9% | +29.7% | +25.2% |
| 3M | +81.9% | -2.3% | +84.2% | +81.4% |
| 6M | +79.4% | -23.7% | +103.1% | +83.5% |
| YTD | +188.3% | -38.5% | +226.8% | +206.7% |
| 1Y | +177.3% | -36.5% | +213.7% | +192.6% |
| 3Y | +56.0% | -28.5% | +84.5% | +57.9% |
| 5Y | +804.0% | -37.4% | +841.4% | +1,021.5% |
| All | +804.0% | -37.8% | +841.8% | +1,021.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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