+155.5%
HUT vs PRU
+72.0%
+83.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -4.1% |
| 7D | -30.8% | +4.8% | -35.6% | -33.8% |
| 30D | -50.2% | +7.9% | -58.0% | -53.3% |
| 3M | -50.5% | +3.1% | -53.6% | -52.4% |
| 6M | -42.9% | +25.2% | -68.2% | -52.3% |
| YTD | 0.0% | +12.7% | -12.7% | -10.3% |
| 1Y | -2.2% | +23.5% | -25.7% | -17.7% |
| 3Y | +289.4% | +50.6% | +238.8% | +200.8% |
| 5Y | -36.7% | +40.9% | -77.6% | -47.4% |
| All | +155.5% | +72.0% | +83.5% | +59.2% |
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