+137.9%
HST vs PRU
+115.4%
+22.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.1% |
| 7D | -1.1% | +3.2% | -4.3% | -3.3% |
| 30D | +11.6% | +7.9% | +3.7% | +5.9% |
| 3M | +9.5% | +1.8% | +7.7% | +7.8% |
| 6M | +18.9% | +24.1% | -5.2% | +2.2% |
| YTD | +51.0% | +12.4% | +38.6% | +37.6% |
| 1Y | +53.0% | +20.9% | +32.1% | +32.6% |
| 3Y | +87.5% | +55.5% | +32.0% | +34.6% |
| 5Y | +76.7% | +42.7% | +34.0% | +33.1% |
| 10Y | +137.9% | +106.1% | +31.7% | +32.2% |
| All | +137.9% | +115.4% | +22.5% | +32.2% |
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