+1,474.6%
HWM vs UDR
+54.6%
+1,420.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.5% |
| 7D | +7.3% | -0.4% | +7.7% | +7.5% |
| 30D | +1.6% | +7.8% | -6.2% | -3.0% |
| 3M | -21.9% | -2.8% | -19.1% | -21.0% |
| 6M | -19.0% | -1.4% | -17.6% | -19.4% |
| YTD | +7.9% | +3.4% | +4.5% | +3.7% |
| 1Y | +9.9% | +9.9% | +0.1% | +1.6% |
| 3Y | +342.1% | +28.5% | +313.6% | +258.7% |
| 5Y | +600.8% | -20.5% | +621.3% | +665.7% |
| All | +1,474.6% | +54.6% | +1,420.0% | +1,224.9% |
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