+3,760.9%
HUM vs PRU
+806.6%
+2,954.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | +4.2% | +1.9% | +2.3% | +3.6% |
| 30D | +10.4% | +2.7% | +7.6% | +9.4% |
| 3M | +15.1% | +19.5% | -4.4% | +8.8% |
| 6M | +120.9% | +26.6% | +94.3% | +104.9% |
| YTD | +57.9% | +12.3% | +45.6% | +51.8% |
| 1Y | +30.6% | +18.0% | +12.5% | +23.5% |
| 3Y | -9.6% | +47.0% | -56.6% | -21.2% |
| 5Y | +1.6% | +48.4% | -46.8% | -13.4% |
| 10Y | +146.4% | +142.4% | +4.0% | +69.2% |
| All | +3,760.9% | +806.6% | +2,954.3% | +1,133.4% |
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 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