+1,523.0%
HWM vs PRU
+115.4%
+1,407.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.1% | +4.3% |
| 7D | +3.3% | +2.4% | +0.9% | +1.1% |
| 30D | -7.6% | +6.1% | -13.7% | -12.1% |
| 3M | -28.9% | -0.7% | -28.2% | -28.9% |
| 6M | -19.7% | +22.1% | -41.7% | -31.4% |
| YTD | +0.5% | +9.8% | -9.2% | -8.0% |
| 1Y | +0.3% | +19.4% | -19.1% | -14.0% |
| 3Y | +325.8% | +50.4% | +275.5% | +196.7% |
| 5Y | +524.7% | +37.2% | +487.6% | +358.3% |
| All | +1,523.0% | +115.4% | +1,407.6% | +688.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling