+621.7%
HPE vs PRU
+154.0%
+467.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -3.9% |
| 7D | -0.6% | +1.9% | -2.5% | -1.7% |
| 30D | -2.3% | +2.7% | -5.0% | -3.9% |
| 3M | -2.9% | +19.5% | -22.3% | -13.8% |
| 6M | +143.6% | +26.6% | +116.9% | +107.7% |
| YTD | +118.5% | +12.3% | +106.2% | +100.3% |
| 1Y | +129.2% | +18.0% | +111.2% | +103.5% |
| 3Y | +212.5% | +47.0% | +165.5% | +138.9% |
| 5Y | +286.9% | +48.4% | +238.5% | +190.6% |
| 10Y | +432.3% | +142.4% | +289.9% | +166.4% |
| All | +621.7% | +154.0% | +467.7% | +269.7% |
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