+49.8%
HBM vs UDR
+14.9%
+34.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.6% | 0.0% | +4.0% |
| 7D | -5.8% | +7.2% | -13.1% | -5.1% |
| 30D | -18.5% | +10.5% | -28.9% | -17.7% |
| 3M | -10.3% | -2.3% | -8.0% | -10.3% |
| 6M | +2.1% | +4.0% | -1.9% | +0.9% |
| YTD | +12.0% | +5.6% | +6.4% | +12.3% |
| 1Y | +49.8% | +13.0% | +36.7% | +46.6% |
| All | +49.8% | +14.9% | +34.8% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 1y: compounded portfolio wealth divided by compounded UDR 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…
1y analysis · Full analysis span regression · 6 months rolling