+986.6%
HAS vs PRU
+806.6%
+180.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -1.8% | +1.9% | -3.7% | -2.3% |
| 30D | +2.3% | +2.7% | -0.5% | +1.5% |
| 3M | +10.4% | +19.5% | -9.1% | +4.9% |
| 6M | -3.2% | +26.6% | -29.9% | -9.6% |
| YTD | +15.4% | +12.3% | +3.1% | +11.3% |
| 1Y | +18.8% | +18.0% | +0.8% | +12.9% |
| 3Y | +43.9% | +47.0% | -3.1% | +28.3% |
| 5Y | +13.9% | +48.4% | -34.5% | +0.6% |
| 10Y | +56.4% | +142.4% | -86.0% | +18.3% |
| All | +986.6% | +806.6% | +180.0% | +343.6% |
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