+84.2%
HST vs PRU
+42.9%
+41.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +1.9% | +3.1% |
| 7D | +0.6% | +3.8% | -3.2% | -1.8% |
| 30D | +14.5% | +9.0% | +5.5% | +8.2% |
| 3M | +15.4% | +2.1% | +13.3% | +13.4% |
| 6M | +22.0% | +25.4% | -3.4% | +4.3% |
| YTD | +54.9% | +13.5% | +41.3% | +40.5% |
| 1Y | +54.0% | +21.3% | +32.6% | +33.3% |
| 3Y | +90.4% | +55.1% | +35.3% | +34.7% |
| 5Y | +84.2% | +43.6% | +40.7% | +34.7% |
| All | +84.2% | +42.9% | +41.4% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling