+442.4%
HWM vs UDR
+6.2%
+436.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.1% | -2.0% | -0.1% | -1.6% |
| 30D | -11.0% | -5.2% | -5.8% | -9.8% |
| 3M | +4.0% | -5.8% | +9.8% | +5.3% |
| 6M | -0.2% | -1.7% | +1.5% | -0.5% |
| YTD | +26.7% | +2.4% | +24.3% | +24.3% |
| 1Y | +44.7% | -2.1% | +46.8% | +44.0% |
| All | +442.4% | +6.2% | +436.1% | +439.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling