+1,170.0%
HD vs PRU
+809.8%
+360.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -0.5% |
| 7D | +6.4% | +4.8% | +1.6% | +4.9% |
| 30D | +22.1% | +7.9% | +14.2% | +19.3% |
| 3M | -0.2% | +3.1% | -3.3% | -1.1% |
| 6M | +12.6% | +25.2% | -12.6% | +4.8% |
| YTD | +3.9% | +12.7% | -8.8% | -0.4% |
| 1Y | -3.7% | +23.5% | -27.2% | -10.3% |
| 3Y | +27.9% | +50.6% | -22.7% | +10.7% |
| 5Y | +7.8% | +40.9% | -33.0% | -5.7% |
| 10Y | +269.4% | +125.5% | +143.9% | +163.5% |
| All | +1,170.0% | +809.8% | +360.2% | +277.7% |
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