+3,686.8%
HDB vs PRU
+806.6%
+2,880.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | 0.0% |
| 7D | +0.4% | +1.9% | -1.4% | -0.4% |
| 30D | -2.8% | +2.7% | -5.5% | -4.0% |
| 3M | -3.5% | +19.5% | -23.0% | -10.5% |
| 6M | -24.7% | +26.6% | -51.4% | -31.9% |
| YTD | -36.6% | +12.3% | -48.9% | -40.0% |
| 1Y | -34.4% | +18.0% | -52.4% | -39.4% |
| 3Y | -24.4% | +47.0% | -71.4% | -37.8% |
| 5Y | -35.4% | +48.4% | -83.8% | -48.0% |
| 10Y | +39.5% | +142.4% | -102.9% | -17.5% |
| All | +3,686.8% | +806.6% | +2,880.2% | +1,341.7% |
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