+121.3%
HBM vs UDR
-1.4%
+122.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -6.4% | -2.0% | -4.4% | -6.7% |
| 30D | +5.9% | -5.2% | +11.1% | +5.0% |
| 3M | -8.9% | -5.8% | -3.1% | -9.6% |
| 6M | +10.7% | -1.7% | +12.4% | +8.9% |
| YTD | +38.3% | +2.4% | +35.9% | +39.0% |
| 1Y | +121.3% | -2.1% | +123.5% | +111.8% |
| All | +121.3% | -1.4% | +122.7% | +111.8% |
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