+1,065.1%
HD vs PRU
+806.6%
+258.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -2.1% | +1.9% | -3.9% | -2.6% |
| 30D | -8.4% | +2.7% | -11.1% | -9.2% |
| 3M | +4.3% | +19.5% | -15.1% | -1.5% |
| 6M | -11.1% | +26.6% | -37.8% | -17.7% |
| YTD | -4.7% | +12.3% | -17.0% | -8.6% |
| 1Y | -19.8% | +18.0% | -37.9% | -24.4% |
| 3Y | +4.1% | +47.0% | -42.9% | -9.3% |
| 5Y | +10.3% | +48.4% | -38.1% | -5.2% |
| 10Y | +203.2% | +142.4% | +60.7% | +111.5% |
| All | +1,065.1% | +806.6% | +258.6% | +246.6% |
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