+143.0%
HUM vs PRU
+97.4%
+45.6%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +7.7% | 0.0% | +7.8% | +7.7% |
| 30D | +5.8% | +7.9% | -2.2% | +2.8% |
| 3M | +14.3% | +0.9% | +13.5% | +13.7% |
| 6M | +50.9% | +22.4% | +28.5% | +40.2% |
| YTD | +74.9% | +12.7% | +62.2% | +66.8% |
| 1Y | +86.9% | +19.6% | +67.3% | +74.8% |
| 3Y | -6.7% | +54.0% | -60.7% | -21.1% |
| 5Y | +4.8% | +41.0% | -36.3% | -10.8% |
| All | +143.0% | +97.4% | +45.6% | +67.2% |
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