+612.8%
HAL vs PRU
+785.9%
-173.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +1.1% |
| 7D | -12.0% | +2.4% | -14.4% | -13.3% |
| 30D | +0.3% | +6.1% | -5.8% | -3.1% |
| 3M | -1.6% | -0.7% | -0.9% | -1.9% |
| 6M | -20.5% | +22.1% | -42.6% | -28.9% |
| YTD | +14.2% | +9.8% | +4.4% | +6.9% |
| 1Y | +18.9% | +19.4% | -0.5% | +6.5% |
| 3Y | -13.7% | +50.4% | -64.1% | -31.3% |
| 5Y | +42.2% | +37.2% | +5.0% | +19.0% |
| 10Y | -16.7% | +119.5% | -136.2% | -40.9% |
| All | +612.8% | +785.9% | -173.1% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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