+2.7%
HUM vs PRU
+42.9%
-40.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | +4.8% | +3.8% | +1.1% | +3.7% |
| 30D | +1.6% | +9.0% | -7.4% | -0.8% |
| 3M | +13.8% | +2.1% | +11.7% | +13.0% |
| 6M | +60.0% | +25.4% | +34.6% | +50.1% |
| YTD | +72.7% | +13.5% | +59.2% | +66.0% |
| 1Y | +86.1% | +21.3% | +64.8% | +76.0% |
| 3Y | -7.8% | +55.1% | -63.0% | -17.6% |
| 5Y | +2.7% | +43.6% | -40.9% | -6.4% |
| All | +2.7% | +42.9% | -40.2% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling