-22.5%
HDB vs PRU
+42.7%
-65.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +6.9% | -2.8% | +9.8% | +7.9% |
| 30D | +15.2% | +8.5% | +6.7% | +12.0% |
| 3M | +11.7% | +1.7% | +10.0% | +10.9% |
| 6M | +7.5% | +24.8% | -17.2% | -0.1% |
| YTD | -28.8% | +13.3% | -42.1% | -32.1% |
| 1Y | -29.1% | +21.4% | -50.5% | -34.0% |
| 3Y | -7.0% | +54.8% | -61.8% | -24.1% |
| All | -22.5% | +42.7% | -65.2% | -35.8% |
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 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