+325.8%
HWM vs PRU
+46.4%
+279.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.1% | +3.7% |
| 7D | +3.3% | +2.4% | +0.9% | +1.9% |
| 30D | -7.6% | +6.1% | -13.7% | -10.5% |
| 3M | -28.9% | -0.7% | -28.2% | -28.8% |
| 6M | -19.7% | +22.1% | -41.7% | -27.6% |
| YTD | +0.5% | +9.8% | -9.2% | -4.9% |
| 1Y | +0.3% | +19.4% | -19.1% | -9.6% |
| 3Y | +325.8% | +50.4% | +275.5% | +248.9% |
| All | +325.8% | +46.4% | +279.4% | +248.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling