+1,352.0%
HWM vs PRU
+126.8%
+1,225.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.3% | -2.6% | -3.6% |
| 7D | -2.4% | +4.8% | -7.2% | -6.0% |
| 30D | -13.3% | +7.9% | -21.1% | -18.3% |
| 3M | -31.0% | +3.1% | -34.1% | -32.8% |
| 6M | -17.1% | +25.2% | -42.4% | -30.4% |
| YTD | -1.9% | +12.7% | -14.6% | -11.8% |
| 1Y | -2.4% | +23.5% | -25.9% | -18.2% |
| 3Y | +322.2% | +50.6% | +271.6% | +194.9% |
| 5Y | +509.8% | +40.9% | +469.0% | +340.2% |
| 10Y | +1,453.8% | +125.5% | +1,328.3% | +671.7% |
| All | +1,352.0% | +126.8% | +1,225.2% | +617.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling