+122.6%
HST vs PRU
+97.4%
+25.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | +3.6% | 0.0% | +3.7% | +3.6% |
| 30D | +9.9% | +7.9% | +2.0% | +4.3% |
| 3M | +12.9% | +0.9% | +12.1% | +11.8% |
| 6M | +22.9% | +22.4% | +0.5% | +6.6% |
| YTD | +52.4% | +12.7% | +39.7% | +38.6% |
| 1Y | +52.5% | +19.6% | +33.0% | +33.2% |
| 3Y | +87.4% | +54.0% | +33.4% | +35.4% |
| 5Y | +82.9% | +41.0% | +41.9% | +38.8% |
| All | +122.6% | +97.4% | +25.2% | +20.3% |
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 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