+593.2%
HBM vs UDR
+651.5%
-58.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.7% | -6.8% | -7.2% |
| 7D | -3.7% | -3.4% | -0.3% | -2.3% |
| 30D | -3.7% | -5.4% | +1.8% | -1.4% |
| 3M | +8.0% | -10.0% | +18.0% | +12.5% |
| 6M | +15.8% | -2.5% | +18.3% | +16.0% |
| YTD | +34.4% | -1.1% | +35.5% | +33.3% |
| 1Y | +98.2% | -3.9% | +102.0% | +98.4% |
| 3Y | +476.6% | +3.4% | +473.1% | +455.4% |
| 5Y | +331.1% | -18.9% | +350.0% | +359.8% |
| 10Y | +591.6% | +46.8% | +544.8% | +444.9% |
| All | +593.2% | +651.5% | -58.3% | +217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling