+87.5%
HST vs PRU
+55.2%
+32.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +1.4% |
| 7D | -1.1% | +3.2% | -4.3% | -2.9% |
| 30D | +11.6% | +7.9% | +3.7% | +6.9% |
| 3M | +9.5% | +1.8% | +7.7% | +8.1% |
| 6M | +18.9% | +24.1% | -5.2% | +4.2% |
| YTD | +51.0% | +12.4% | +38.6% | +39.4% |
| 1Y | +53.0% | +20.9% | +32.1% | +34.8% |
| 3Y | +87.5% | +55.5% | +32.0% | +35.9% |
| All | +87.5% | +55.2% | +32.3% | +35.9% |
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