+63.6%
HDB vs PRU
+107.2%
-43.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.3% |
| 7D | +12.7% | +3.8% | +8.9% | +11.1% |
| 30D | +16.6% | +9.0% | +7.6% | +12.9% |
| 3M | +10.8% | +2.1% | +8.6% | +9.8% |
| 6M | +3.8% | +25.4% | -21.6% | -4.6% |
| YTD | -28.9% | +13.5% | -42.4% | -32.6% |
| 1Y | -28.0% | +21.3% | -49.3% | -33.5% |
| 3Y | -7.2% | +55.1% | -62.3% | -23.9% |
| 5Y | -22.2% | +43.6% | -65.8% | -35.3% |
| 10Y | +63.6% | +99.2% | -35.7% | +2.8% |
| All | +63.6% | +107.2% | -43.7% | +2.8% |
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