+78.0%
HST vs PRU
+46.4%
+31.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +1.4% |
| 7D | -2.7% | +2.4% | -5.1% | -4.0% |
| 30D | +10.7% | +6.1% | +4.6% | +7.0% |
| 3M | +6.3% | -0.7% | +7.0% | +6.3% |
| 6M | +19.0% | +22.1% | -3.1% | +5.2% |
| YTD | +47.0% | +9.8% | +37.3% | +37.5% |
| 1Y | +53.4% | +19.4% | +34.1% | +36.1% |
| 3Y | +78.0% | +50.4% | +27.6% | +31.2% |
| All | +78.0% | +46.4% | +31.6% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling