+1,728.4%
HL vs PRU
+785.9%
+942.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.9% |
| 7D | +8.9% | +2.4% | +6.5% | +8.2% |
| 30D | -10.1% | +6.1% | -16.2% | -11.8% |
| 3M | -7.0% | -0.7% | -6.3% | -6.8% |
| 6M | -18.8% | +22.1% | -40.8% | -24.1% |
| YTD | -23.1% | +9.8% | -32.9% | -25.9% |
| 1Y | +8.9% | +19.4% | -10.5% | +2.1% |
| 3Y | +255.0% | +50.4% | +204.6% | +205.4% |
| 5Y | +151.5% | +37.2% | +114.3% | +121.6% |
| 10Y | +138.4% | +119.5% | +18.9% | +68.1% |
| All | +1,728.4% | +785.9% | +942.5% | +687.1% |
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