+416.5%
HL vs PRU
+50.2%
+366.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +1.5% | +1.9% | -0.4% | +0.7% |
| 30D | +25.1% | +2.7% | +22.3% | +23.4% |
| 3M | +22.9% | +19.5% | +3.4% | +13.0% |
| 6M | -4.9% | +26.6% | -31.5% | -14.7% |
| YTD | +7.8% | +12.3% | -4.5% | +0.8% |
| 1Y | +133.9% | +18.0% | +115.8% | +113.5% |
| All | +416.5% | +50.2% | +366.3% | +259.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling