+99.2%
PRU vs HBM
+301.8%
-202.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.7% | +4.7% | +1.8% |
| 7D | +3.8% | +2.4% | +1.4% | +3.2% |
| 30D | +9.0% | -16.0% | +25.0% | +12.7% |
| 3M | +2.1% | -21.3% | +23.5% | +6.5% |
| 6M | +25.4% | -12.2% | +37.6% | +25.3% |
| YTD | +13.5% | +10.7% | +2.8% | +5.2% |
| 1Y | +21.3% | +30.3% | -9.0% | +7.9% |
| 3Y | +55.1% | +432.2% | -377.1% | -8.3% |
| 5Y | +43.6% | +218.8% | -175.2% | -9.6% |
| 10Y | +99.2% | +281.4% | -182.1% | -9.1% |
| All | +99.2% | +301.8% | -202.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling