+475.3%
PRU vs HALO
+2,492.7%
-2,017.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +1.9% | +4.6% | -2.7% | +0.9% |
| 30D | +2.7% | +31.8% | -29.1% | -3.5% |
| 3M | +19.5% | +53.9% | -34.4% | +8.5% |
| 6M | +26.6% | +57.4% | -30.7% | +14.2% |
| YTD | +12.3% | +63.7% | -51.4% | +0.2% |
| 1Y | +18.0% | +50.1% | -32.1% | +6.9% |
| 3Y | +47.0% | +157.3% | -110.3% | +14.1% |
| 5Y | +48.4% | +161.0% | -112.6% | +11.9% |
| 10Y | +142.4% | +1,018.7% | -876.2% | +23.7% |
| All | +475.3% | +2,492.7% | -2,017.4% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling