+1,516.2%
HWM vs PRU
+107.2%
+1,408.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.6% |
| 7D | -1.8% | +3.8% | -5.5% | -4.8% |
| 30D | -2.7% | +9.0% | -11.7% | -9.1% |
| 3M | -22.7% | +2.1% | -24.9% | -24.3% |
| 6M | -18.9% | +25.4% | -44.4% | -32.0% |
| YTD | +7.1% | +13.5% | -6.4% | -4.3% |
| 1Y | +4.7% | +21.3% | -16.7% | -11.2% |
| 3Y | +345.6% | +55.1% | +290.5% | +203.6% |
| 5Y | +588.3% | +43.6% | +544.7% | +388.4% |
| 10Y | +1,516.2% | +99.2% | +1,416.9% | +707.9% |
| All | +1,516.2% | +107.2% | +1,408.9% | +707.9% |
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