+146.7%
HUM vs PRU
+138.7%
+8.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -1.4% | -3.8% | +2.4% | -0.1% |
| 30D | +7.5% | -2.0% | +9.5% | +8.2% |
| 3M | +10.2% | +14.0% | -3.7% | +5.2% |
| 6M | +132.5% | +27.2% | +105.3% | +113.5% |
| YTD | +57.6% | +9.1% | +48.5% | +52.3% |
| 1Y | +48.6% | +18.1% | +30.5% | +39.7% |
| 3Y | -11.2% | +44.3% | -55.4% | -23.2% |
| 5Y | +4.8% | +45.7% | -40.9% | -11.9% |
| All | +146.7% | +138.7% | +8.0% | +54.9% |
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