-21.3%
HUT vs PRU
+42.1%
-63.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -8.0% |
| 7D | +9.3% | +3.6% | +5.7% | +5.6% |
| 30D | -23.1% | +8.9% | -32.0% | -31.9% |
| 3M | -30.6% | +0.2% | -30.8% | -33.2% |
| 6M | -46.9% | +23.7% | -70.6% | -60.6% |
| YTD | +25.3% | +13.7% | +11.6% | +1.7% |
| 1Y | +59.8% | +20.6% | +39.2% | +20.3% |
| 3Y | +467.2% | +56.3% | +410.9% | +217.3% |
| All | -21.3% | +42.1% | -63.4% | -47.0% |
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