+340.0%
PFE vs HBM
+492.8%
-152.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.0% | -9.5% | -1.2% |
| 7D | -4.7% | +5.0% | -9.7% | -5.1% |
| 30D | +3.4% | -12.7% | +16.1% | +4.2% |
| 3M | +9.2% | -17.4% | +26.7% | +10.4% |
| 6M | +15.8% | -8.9% | +24.7% | +15.6% |
| YTD | +23.4% | +14.9% | +8.5% | +20.3% |
| 1Y | +25.8% | +41.4% | -15.6% | +20.5% |
| 3Y | +17.8% | +462.1% | -444.3% | -0.9% |
| 5Y | -20.2% | +224.0% | -244.2% | -31.6% |
| 10Y | +49.6% | +320.9% | -271.3% | +14.5% |
| All | +340.0% | +492.8% | -152.9% | +188.9% |
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