+4,150.7%
HDB vs PRU
+814.1%
+3,336.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +6.9% | -2.8% | +9.8% | +8.1% |
| 30D | +15.2% | +8.5% | +6.7% | +11.3% |
| 3M | +11.7% | +1.7% | +10.0% | +10.8% |
| 6M | +7.5% | +24.8% | -17.2% | -2.1% |
| YTD | -28.8% | +13.3% | -42.1% | -32.9% |
| 1Y | -29.1% | +21.4% | -50.5% | -35.2% |
| 3Y | -7.0% | +54.8% | -61.8% | -25.1% |
| 5Y | -22.1% | +42.4% | -64.4% | -36.1% |
| 10Y | +64.9% | +98.4% | -33.5% | +6.5% |
| All | +4,150.7% | +814.1% | +3,336.6% | +1,512.1% |
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