+722.6%
HUBS vs PRU
+140.2%
+582.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -2.0% | -2.5% |
| 7D | -5.0% | +1.9% | -6.9% | -5.9% |
| 30D | -1.0% | +2.7% | -3.8% | -2.4% |
| 3M | +12.4% | +19.5% | -7.1% | +3.3% |
| 6M | -11.1% | +26.6% | -37.8% | -21.0% |
| YTD | -38.3% | +12.3% | -50.6% | -42.0% |
| 1Y | -46.7% | +18.0% | -64.7% | -51.1% |
| 3Y | -55.1% | +47.0% | -102.1% | -63.3% |
| 5Y | -64.8% | +48.4% | -113.3% | -71.6% |
| 10Y | +334.3% | +142.4% | +191.9% | +145.4% |
| All | +722.6% | +140.2% | +582.4% | +359.0% |
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