+255.0%
HL vs PRU
+46.4%
+208.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +3.2% |
| 7D | +8.9% | +2.4% | +6.5% | +8.1% |
| 30D | -10.1% | +6.1% | -16.2% | -12.2% |
| 3M | -7.0% | -0.7% | -6.3% | -6.8% |
| 6M | -18.8% | +22.1% | -40.8% | -25.6% |
| YTD | -23.1% | +9.8% | -32.9% | -27.2% |
| 1Y | +8.9% | +19.4% | -10.5% | -0.5% |
| 3Y | +255.0% | +50.4% | +204.6% | +105.1% |
| All | +255.0% | +46.4% | +208.6% | +105.1% |
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