+482.5%
PRU vs HALO
+2,259.3%
-1,776.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +3.6% | -3.2% | +6.9% | +4.3% |
| 30D | +8.9% | -14.2% | +23.0% | +12.1% |
| 3M | +0.2% | -0.4% | +0.6% | -0.2% |
| 6M | +23.7% | +43.2% | -19.4% | +13.5% |
| YTD | +13.7% | +49.0% | -35.2% | +3.0% |
| 1Y | +20.6% | +40.8% | -20.2% | +10.3% |
| 3Y | +56.3% | +167.4% | -111.1% | +20.2% |
| 5Y | +42.3% | +157.4% | -115.0% | +7.3% |
| 10Y | +99.3% | +697.1% | -597.8% | +9.8% |
| All | +482.5% | +2,259.3% | -1,776.8% | +87.7% |
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