+630.8%
HLT vs PRU
+132.2%
+498.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.1% |
| 7D | -2.4% | +1.9% | -4.3% | -3.3% |
| 30D | -4.1% | -0.4% | -3.7% | -4.0% |
| 3M | -10.6% | +16.4% | -27.0% | -17.4% |
| 6M | +2.0% | +26.0% | -24.0% | -9.6% |
| YTD | +6.1% | +9.9% | -3.8% | +0.3% |
| 1Y | +9.8% | +18.8% | -9.0% | -0.4% |
| 3Y | +99.0% | +45.4% | +53.7% | +61.0% |
| 5Y | +151.5% | +45.6% | +105.9% | +102.0% |
| 10Y | +561.1% | +139.6% | +421.5% | +292.5% |
| All | +630.8% | +132.2% | +498.6% | +321.6% |
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