-66.4%
HUBS vs PRU
+44.9%
-111.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -9.0% | -2.3% | -6.7% | -7.8% |
| 30D | +7.2% | -1.7% | +9.0% | +8.3% |
| 3M | +20.9% | +13.2% | +7.6% | +13.0% |
| 6M | -13.0% | +28.8% | -41.8% | -25.0% |
| YTD | -43.8% | +9.8% | -53.6% | -47.0% |
| 1Y | -54.6% | +17.4% | -72.0% | -58.9% |
| 3Y | -58.5% | +44.9% | -103.4% | -67.5% |
| All | -66.4% | +44.9% | -111.2% | -73.3% |
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