+8.2%
HD vs PRU
+41.4%
-33.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.9% |
| 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% | +3.6% |
| YTD | +4.9% | +12.4% | -7.4% | -0.4% |
| 1Y | -2.1% | +20.9% | -23.0% | -9.8% |
| 3Y | +32.6% | +55.5% | -22.9% | +6.9% |
| 5Y | +8.2% | +42.7% | -34.4% | -8.9% |
| All | +8.2% | +41.4% | -33.2% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling