+144.6%
HST vs PRU
+107.2%
+37.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.5% | +1.9% |
| 7D | +0.6% | +3.8% | -3.2% | -2.0% |
| 30D | +14.5% | +9.0% | +5.5% | +7.9% |
| 3M | +15.4% | +2.1% | +13.3% | +13.3% |
| 6M | +22.0% | +25.4% | -3.4% | +4.1% |
| YTD | +54.9% | +13.5% | +41.3% | +40.1% |
| 1Y | +54.0% | +21.3% | +32.6% | +33.2% |
| 3Y | +90.4% | +55.1% | +35.3% | +36.9% |
| 5Y | +84.2% | +43.6% | +40.7% | +38.1% |
| 10Y | +144.6% | +99.2% | +45.4% | +30.5% |
| All | +144.6% | +107.2% | +37.4% | +30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling