+522.9%
HPE vs PRU
+148.2%
+374.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +3.0% |
| 7D | -18.7% | +2.4% | -21.1% | -20.2% |
| 30D | -37.9% | +6.1% | -44.0% | -40.7% |
| 3M | -14.4% | -0.7% | -13.7% | -14.9% |
| 6M | +48.2% | +22.1% | +26.2% | +28.4% |
| YTD | +88.6% | +9.8% | +78.8% | +73.5% |
| 1Y | +94.8% | +19.4% | +75.4% | +69.8% |
| 3Y | +202.7% | +50.4% | +152.3% | +125.6% |
| 5Y | +231.6% | +37.2% | +194.5% | +159.1% |
| 10Y | +361.9% | +119.5% | +242.4% | +144.5% |
| All | +522.9% | +148.2% | +374.7% | +220.3% |
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