+95.6%
HBM vs UDR
-3.8%
+99.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -3.3% | -3.5% | +0.2% | -3.8% |
| 30D | -4.8% | -5.3% | +0.5% | -5.6% |
| 3M | -0.4% | -9.5% | +9.1% | -1.7% |
| 6M | +17.9% | -0.7% | +18.5% | +16.0% |
| YTD | +33.7% | -1.2% | +34.9% | +33.5% |
| 1Y | +95.6% | -5.7% | +101.3% | +91.3% |
| All | +95.6% | -3.8% | +99.4% | +91.3% |
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