-57.6%
HUBS vs PRU
+42.2%
-99.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.8% | -3.5% |
| 7D | -6.2% | -1.9% | -4.4% | -5.2% |
| 30D | +6.6% | -2.6% | +9.2% | +8.1% |
| 3M | +16.4% | +14.7% | +1.7% | +8.7% |
| 6M | -19.7% | +25.7% | -45.4% | -29.1% |
| YTD | -42.6% | +8.3% | -50.9% | -45.1% |
| 1Y | -54.2% | +17.3% | -71.5% | -58.1% |
| All | -57.6% | +42.2% | -99.8% | -65.9% |
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