+147.5%
HLT vs PRU
+43.7%
+103.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.7% |
| 7D | -1.5% | -1.9% | +0.4% | -0.4% |
| 30D | -1.2% | -2.6% | +1.3% | +0.1% |
| 3M | -10.3% | +14.7% | -25.0% | -17.4% |
| 6M | +1.3% | +25.7% | -24.4% | -11.8% |
| YTD | +7.0% | +8.3% | -1.2% | +1.1% |
| 1Y | +11.9% | +17.3% | -5.5% | +0.5% |
| 3Y | +100.7% | +43.2% | +57.5% | +54.6% |
| 5Y | +147.5% | +43.5% | +104.0% | +86.0% |
| All | +147.5% | +43.7% | +103.8% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling