+315.7%
HWM vs PRU
+50.4%
+265.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.6% | -4.4% |
| 7D | -2.4% | +4.8% | -7.2% | -4.7% |
| 30D | -13.3% | +7.9% | -21.1% | -16.6% |
| 3M | -31.0% | +3.1% | -34.1% | -32.1% |
| 6M | -17.1% | +25.2% | -42.4% | -26.2% |
| YTD | -1.9% | +12.7% | -14.6% | -8.3% |
| 1Y | -2.4% | +23.5% | -25.9% | -13.4% |
| All | +315.7% | +50.4% | +265.3% | +236.5% |
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