+35.2%
PFE vs HBM
+625.8%
-590.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -4.3% | +5.5% | -9.8% | -4.6% |
| 30D | +2.7% | +3.3% | -0.6% | +2.4% |
| 3M | +10.0% | +12.7% | -2.7% | +8.8% |
| 6M | +7.2% | +28.2% | -21.0% | +4.7% |
| YTD | +17.3% | +45.3% | -28.0% | +13.3% |
| 1Y | +20.3% | +121.7% | -101.4% | +12.6% |
| 3Y | -1.6% | +523.5% | -525.2% | -15.6% |
| 5Y | -21.4% | +393.9% | -415.3% | -33.0% |
| 10Y | +35.2% | +647.9% | -612.6% | -0.7% |
| All | +35.2% | +625.8% | -590.6% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling