+536.9%
HWM vs PRU
+36.1%
+500.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.1% | +4.0% |
| 7D | +3.3% | +2.4% | +0.9% | +1.6% |
| 30D | -7.6% | +6.1% | -13.7% | -11.2% |
| 3M | -28.9% | -0.7% | -28.2% | -28.8% |
| 6M | -19.7% | +22.1% | -41.7% | -29.4% |
| YTD | +0.5% | +9.8% | -9.2% | -6.3% |
| 1Y | +0.3% | +19.4% | -19.1% | -11.6% |
| 3Y | +325.8% | +50.4% | +275.5% | +211.6% |
| All | +536.9% | +36.1% | +500.8% | +396.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling