+1,516.2%
HWM vs UDR
+53.1%
+1,463.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | -1.8% | +2.0% | -3.8% | -3.0% |
| 30D | -2.7% | +7.9% | -10.6% | -7.2% |
| 3M | -22.7% | -1.5% | -21.3% | -22.5% |
| 6M | -18.9% | +0.9% | -19.8% | -20.4% |
| YTD | +7.1% | +4.0% | +3.1% | +2.6% |
| 1Y | +4.7% | +10.4% | -5.7% | -3.5% |
| 3Y | +345.6% | +26.9% | +318.7% | +264.6% |
| 5Y | +588.3% | -19.4% | +607.6% | +645.2% |
| 10Y | +1,516.2% | +57.0% | +1,459.1% | +1,262.4% |
| All | +1,516.2% | +53.1% | +1,463.0% | +1,262.4% |
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