+1,811.5%
HL vs PRU
+806.8%
+1,004.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.2% | +3.7% |
| 7D | +13.8% | +3.2% | +10.6% | +12.8% |
| 30D | -9.7% | +7.9% | -17.6% | -12.0% |
| 3M | -8.5% | +1.8% | -10.3% | -9.0% |
| 6M | -17.2% | +24.1% | -41.3% | -23.0% |
| YTD | -19.6% | +12.4% | -32.0% | -23.1% |
| 1Y | +11.1% | +20.9% | -9.8% | +3.8% |
| 3Y | +299.7% | +55.5% | +244.2% | +240.1% |
| 5Y | +156.5% | +42.7% | +113.8% | +123.2% |
| 10Y | +122.4% | +106.1% | +16.2% | +60.0% |
| All | +1,811.5% | +806.8% | +1,004.7% | +716.6% |
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