-73.9%
HUBS vs PRU
+42.1%
-116.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.1% |
| 7D | +8.3% | +3.6% | +4.7% | +6.1% |
| 30D | -4.0% | +8.9% | -12.8% | -8.8% |
| 3M | -9.7% | +0.2% | -9.9% | -10.1% |
| 6M | +21.4% | +23.7% | -2.4% | +7.0% |
| YTD | -45.9% | +13.7% | -59.6% | -50.2% |
| 1Y | -44.4% | +20.6% | -65.0% | -50.6% |
| 3Y | -49.7% | +56.3% | -106.0% | -63.0% |
| All | -73.9% | +42.1% | -116.0% | -79.4% |
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