-10.6%
HUM vs PRU
+46.6%
-57.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.5% | +1.0% |
| 7D | +2.1% | +1.9% | +0.2% | +1.5% |
| 30D | +4.7% | -0.4% | +5.1% | +4.8% |
| 3M | +13.5% | +16.4% | -2.9% | +8.1% |
| 6M | +126.7% | +26.0% | +100.6% | +110.1% |
| YTD | +58.5% | +9.9% | +48.6% | +53.2% |
| 1Y | +31.7% | +18.8% | +13.0% | +24.5% |
| 3Y | -10.6% | +45.3% | -56.0% | -14.6% |
| All | -10.6% | +46.6% | -57.3% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling