+45.9%
HLT vs PRU
+27.9%
+18.0%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.6% | -3.1% | +1.6% |
| 7D | +7.7% | +9.8% | -2.1% | +4.9% |
| 30D | +19.1% | +11.6% | +7.5% | +15.5% |
| 3M | +20.7% | +3.7% | +17.0% | +19.0% |
| 6M | +21.0% | +33.0% | -11.9% | +10.1% |
| YTD | +31.3% | +16.6% | +14.7% | +22.5% |
| 1Y | +45.9% | +26.9% | +18.9% | +28.1% |
| All | +45.9% | +27.9% | +18.0% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling