+257.9%
HD vs PRU
+115.4%
+142.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.0% |
| 7D | +3.6% | +3.2% | +0.4% | +2.4% |
| 30D | +21.6% | +7.9% | +13.6% | +18.1% |
| 3M | +0.1% | +1.8% | -1.7% | -0.6% |
| 6M | +13.0% | +24.1% | -11.1% | +3.7% |
| YTD | +4.9% | +12.4% | -7.4% | -0.4% |
| 1Y | -2.1% | +20.9% | -23.0% | -9.7% |
| 3Y | +32.6% | +55.5% | -22.9% | +8.8% |
| 5Y | +8.2% | +42.7% | -34.4% | -9.5% |
| 10Y | +257.9% | +106.1% | +151.8% | +130.0% |
| All | +257.9% | +115.4% | +142.5% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling