+146.4%
HUM vs PRU
+99.2%
+47.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +3.7% | +3.6% | +0.1% | +2.5% |
| 30D | +5.5% | +8.9% | -3.4% | +2.3% |
| 3M | +17.1% | +0.2% | +17.0% | +16.8% |
| 6M | +48.3% | +23.7% | +24.5% | +37.3% |
| YTD | +77.4% | +13.7% | +63.6% | +68.7% |
| 1Y | +92.6% | +20.6% | +71.9% | +79.6% |
| 3Y | -6.1% | +56.3% | -62.4% | -21.0% |
| 5Y | +6.2% | +42.3% | -36.1% | -9.8% |
| All | +146.4% | +99.2% | +47.2% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling