+493.7%
HST vs PRU
+809.8%
-316.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.3% | -2.4% | -3.7% |
| 7D | -4.2% | +4.8% | -8.9% | -6.9% |
| 30D | +9.6% | +7.9% | +1.7% | +4.5% |
| 3M | -1.1% | +3.1% | -4.2% | -3.3% |
| 6M | +21.1% | +25.2% | -4.1% | +4.9% |
| YTD | +47.1% | +12.7% | +34.3% | +34.9% |
| 1Y | +64.0% | +23.5% | +40.5% | +42.3% |
| 3Y | +77.1% | +50.6% | +26.5% | +34.3% |
| 5Y | +71.8% | +40.9% | +30.9% | +34.8% |
| 10Y | +146.3% | +125.5% | +20.8% | +37.0% |
| All | +493.7% | +809.8% | -316.2% | +32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling