+75.6%
HST vs PRU
+27.9%
+47.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.6% | -5.3% | -1.1% |
| 7D | +3.3% | +9.8% | -6.4% | -0.2% |
| 30D | +16.4% | +11.6% | +4.8% | +11.6% |
| 3M | +5.5% | +3.7% | +1.8% | +3.9% |
| 6M | +31.1% | +33.0% | -1.8% | +15.7% |
| YTD | +55.9% | +16.6% | +39.3% | +42.4% |
| 1Y | +75.6% | +26.9% | +48.7% | +47.5% |
| All | +75.6% | +27.9% | +47.7% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling