+4.4%
HWM vs PRU
+27.9%
-23.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.6% | -10.9% | -6.0% |
| 7D | +9.4% | +9.8% | -0.3% | +6.5% |
| 30D | -7.0% | +11.6% | -18.6% | -9.9% |
| 3M | -25.9% | +3.7% | -29.5% | -26.4% |
| 6M | -10.8% | +33.0% | -43.8% | -17.5% |
| YTD | +4.3% | +16.6% | -12.3% | -3.3% |
| 1Y | +4.4% | +26.9% | -22.6% | -4.7% |
| All | +4.4% | +27.9% | -23.5% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling