+254.2%
HD vs PRU
+115.4%
+138.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.8% |
| 7D | +4.3% | +2.4% | +1.9% | +3.4% |
| 30D | +20.2% | +6.1% | +14.1% | +17.6% |
| 3M | -1.0% | -0.7% | -0.3% | -0.7% |
| 6M | +7.9% | +22.1% | -14.2% | -0.4% |
| YTD | +2.0% | +9.8% | -7.8% | -2.3% |
| 1Y | -4.3% | +19.4% | -23.7% | -11.3% |
| 3Y | +25.9% | +50.4% | -24.4% | +4.7% |
| 5Y | +5.8% | +37.2% | -31.3% | -10.1% |
| All | +254.2% | +115.4% | +138.9% | +129.3% |
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