+575.3%
HLT vs PRU
+138.7%
+436.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -2.6% | -3.8% | +1.3% | -0.7% |
| 30D | -2.6% | -2.0% | -0.6% | -1.7% |
| 3M | -9.4% | +14.0% | -23.4% | -15.5% |
| 6M | +2.7% | +27.2% | -24.5% | -9.6% |
| YTD | +6.8% | +9.1% | -2.3% | +1.1% |
| 1Y | +12.4% | +18.1% | -5.7% | +2.0% |
| 3Y | +100.2% | +44.3% | +55.9% | +61.8% |
| 5Y | +143.7% | +45.7% | +98.0% | +94.8% |
| All | +575.3% | +138.7% | +436.7% | +340.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling