+43.5%
PRU vs HALO
+156.4%
-112.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -1.9% | -2.1% | +0.2% | -1.6% |
| 30D | -2.6% | +4.6% | -7.2% | -3.2% |
| 3M | +14.7% | +50.2% | -35.5% | +7.7% |
| 6M | +25.7% | +57.6% | -31.9% | +17.0% |
| YTD | +8.3% | +59.6% | -51.3% | +0.3% |
| 1Y | +17.3% | +41.2% | -23.9% | +10.6% |
| 3Y | +43.2% | +178.9% | -135.7% | +16.0% |
| 5Y | +43.5% | +160.1% | -116.6% | +16.2% |
| All | +43.5% | +156.4% | -112.8% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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