+588.2%
HBM vs UDR
+47.2%
+541.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.3% | -3.5% | +0.2% | -1.8% |
| 30D | -4.8% | -5.3% | +0.5% | -2.6% |
| 3M | -0.4% | -9.5% | +9.1% | +3.6% |
| 6M | +17.9% | -0.7% | +18.5% | +17.0% |
| YTD | +33.7% | -1.2% | +34.9% | +32.5% |
| 1Y | +95.6% | -5.7% | +101.3% | +97.6% |
| 3Y | +458.1% | +3.7% | +454.4% | +434.5% |
| 5Y | +329.0% | -18.9% | +347.9% | +354.5% |
| All | +588.2% | +47.2% | +541.0% | +528.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling