+800.4%
PRU vs HUBB
+2,961.6%
-2,161.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +1.9% | +0.5% | +1.3% | +1.5% |
| 30D | +2.7% | -10.0% | +12.7% | +10.9% |
| 3M | +19.5% | -4.8% | +24.2% | +20.9% |
| 6M | +26.6% | -5.6% | +32.2% | +26.5% |
| YTD | +12.3% | +4.7% | +7.7% | +2.9% |
| 1Y | +18.0% | +6.7% | +11.4% | +5.3% |
| 3Y | +47.0% | +45.8% | +1.3% | -6.0% |
| 5Y | +48.4% | +145.9% | -97.5% | -42.5% |
| 10Y | +142.4% | +418.6% | -276.1% | -51.4% |
| All | +800.4% | +2,961.6% | -2,161.2% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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