+334.6%
HBM vs UDR
-20.1%
+354.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -7.1% |
| 7D | -3.7% | -3.4% | -0.3% | -2.0% |
| 30D | -3.7% | -5.4% | +1.8% | -1.0% |
| 3M | +8.0% | -10.0% | +18.0% | +13.4% |
| 6M | +15.8% | -2.5% | +18.3% | +15.7% |
| YTD | +34.4% | -1.1% | +35.5% | +32.3% |
| 1Y | +98.2% | -3.9% | +102.0% | +97.8% |
| 3Y | +476.6% | +3.4% | +473.1% | +437.0% |
| All | +334.6% | -20.1% | +354.7% | +388.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling