+677.4%
HLT vs PRU
+99.2%
+578.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +0.7% | +3.6% | -2.9% | -1.1% |
| 30D | +13.7% | +8.9% | +4.9% | +8.9% |
| 3M | +16.3% | +0.2% | +16.2% | +16.0% |
| 6M | +19.9% | +23.7% | -3.8% | +7.0% |
| YTD | +30.1% | +13.7% | +16.3% | +20.4% |
| 1Y | +38.5% | +20.6% | +17.9% | +24.3% |
| 3Y | +131.0% | +56.3% | +74.7% | +78.7% |
| 5Y | +163.7% | +42.3% | +121.3% | +112.3% |
| All | +677.4% | +99.2% | +578.2% | +392.1% |
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