+1,581.2%
HWM vs UDR
+44.9%
+1,536.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.6% |
| 7D | -8.0% | -3.3% | -4.8% | -6.3% |
| 30D | -18.0% | -5.6% | -12.4% | -15.3% |
| 3M | -9.5% | -9.4% | -0.1% | -4.9% |
| 6M | -8.4% | -3.0% | -5.4% | -7.7% |
| YTD | +13.6% | -0.4% | +14.0% | +12.0% |
| 1Y | +30.2% | -5.1% | +35.4% | +31.7% |
| 3Y | +392.2% | +4.2% | +388.0% | +357.1% |
| 5Y | +645.2% | -19.5% | +664.7% | +704.4% |
| All | +1,581.2% | +44.9% | +1,536.3% | +1,345.0% |
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 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