+787.3%
PRU vs HBM
+613.3%
+173.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.7% |
| 7D | +1.9% | -6.4% | +8.2% | +3.4% |
| 30D | +2.7% | +5.9% | -3.2% | +1.0% |
| 3M | +19.5% | -8.9% | +28.4% | +20.0% |
| 6M | +26.6% | +10.7% | +16.0% | +19.7% |
| YTD | +12.3% | +38.3% | -25.9% | -0.8% |
| 1Y | +18.0% | +121.3% | -103.3% | -8.4% |
| 3Y | +47.0% | +450.6% | -403.6% | -14.6% |
| 5Y | +48.4% | +338.0% | -289.6% | -14.9% |
| 10Y | +142.4% | +578.6% | -436.2% | -0.9% |
| All | +787.3% | +613.3% | +173.9% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling