+1,091.0%
HON vs PRU
+806.6%
+284.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | -3.6% | +1.9% | -5.5% | -4.3% |
| 30D | -15.3% | +2.7% | -18.0% | -16.1% |
| 3M | -7.9% | +19.5% | -27.4% | -13.8% |
| 6M | -18.1% | +26.6% | -44.7% | -25.0% |
| YTD | +3.8% | +12.3% | -8.5% | -1.1% |
| 1Y | +0.5% | +18.0% | -17.6% | -6.2% |
| 3Y | +19.8% | +47.0% | -27.3% | +2.4% |
| 5Y | +2.9% | +48.4% | -45.5% | -13.3% |
| 10Y | +134.6% | +142.4% | -7.8% | +59.9% |
| All | +1,091.0% | +806.6% | +284.4% | +220.6% |
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