-25.3%
HDB vs PRU
+36.1%
-61.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.6% | +4.4% | +2.7% |
| 7D | +13.3% | +2.4% | +10.9% | +12.4% |
| 30D | +13.6% | +6.1% | +7.4% | +11.2% |
| 3M | +5.8% | -0.7% | +6.5% | +5.9% |
| 6M | -1.9% | +22.1% | -24.0% | -8.2% |
| YTD | -31.2% | +9.8% | -41.0% | -33.7% |
| 1Y | -29.6% | +19.4% | -48.9% | -34.1% |
| 3Y | -10.1% | +50.4% | -60.5% | -25.9% |
| All | -25.3% | +36.1% | -61.5% | -37.3% |
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