+1,327.7%
HAS vs PRU
+840.8%
+486.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.6% | -3.5% | +1.2% |
| 7D | +2.4% | +9.8% | -7.3% | -0.2% |
| 30D | +31.6% | +11.6% | +20.0% | +27.6% |
| 3M | +33.9% | +3.7% | +30.2% | +32.4% |
| 6M | +31.4% | +33.0% | -1.5% | +21.1% |
| YTD | +51.6% | +16.6% | +35.1% | +44.7% |
| 1Y | +65.2% | +26.9% | +38.2% | +53.9% |
| 3Y | +188.7% | +55.7% | +133.0% | +153.3% |
| 5Y | +55.7% | +44.5% | +11.2% | +38.6% |
| 10Y | +108.8% | +133.1% | -24.4% | +58.9% |
| All | +1,327.7% | +840.8% | +486.9% | +476.8% |
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