+577.9%
HWM vs PRU
+42.1%
+535.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.6% |
| 7D | +7.3% | +3.6% | +3.7% | +5.1% |
| 30D | +1.6% | +8.9% | -7.3% | -3.8% |
| 3M | -21.9% | +0.2% | -22.0% | -22.1% |
| 6M | -19.0% | +23.7% | -42.8% | -29.3% |
| YTD | +7.9% | +13.7% | -5.8% | -1.5% |
| 1Y | +9.9% | +20.6% | -10.7% | -3.5% |
| 3Y | +342.1% | +56.3% | +285.8% | +215.7% |
| All | +577.9% | +42.1% | +535.8% | +414.2% |
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