+4,121.0%
HUM vs PRU
+816.1%
+3,304.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | +4.8% | +3.8% | +1.1% | +3.5% |
| 30D | +1.6% | +9.0% | -7.4% | -1.2% |
| 3M | +13.8% | +2.1% | +11.7% | +12.8% |
| 6M | +60.0% | +25.4% | +34.6% | +48.7% |
| YTD | +72.7% | +13.5% | +59.2% | +65.1% |
| 1Y | +86.1% | +21.3% | +64.8% | +74.4% |
| 3Y | -7.8% | +55.1% | -63.0% | -21.0% |
| 5Y | +2.7% | +43.6% | -40.9% | -11.6% |
| 10Y | +147.3% | +99.2% | +48.1% | +79.7% |
| All | +4,121.0% | +816.1% | +3,304.9% | +1,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling