+52.5%
HST vs PRU
+20.5%
+32.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +3.6% | 0.0% | +3.7% | +3.6% |
| 30D | +9.9% | +7.9% | +2.0% | +7.0% |
| 3M | +12.9% | +0.9% | +12.1% | +12.5% |
| 6M | +22.9% | +22.4% | +0.5% | +12.7% |
| YTD | +52.4% | +12.7% | +39.7% | +40.7% |
| 1Y | +52.5% | +19.6% | +33.0% | +33.5% |
| All | +52.5% | +20.5% | +32.1% | +33.5% |
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