+563.0%
HWM vs UDR
-18.6%
+581.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.9% |
| 7D | +1.6% | +2.2% | -0.6% | +0.7% |
| 30D | -3.9% | +8.0% | -12.0% | -6.9% |
| 3M | -23.2% | -3.3% | -20.0% | -22.4% |
| 6M | -20.0% | +1.0% | -21.0% | -21.0% |
| YTD | +5.7% | +4.2% | +1.5% | +2.5% |
| 1Y | +4.9% | +10.8% | -6.0% | -1.2% |
| 3Y | +347.0% | +30.1% | +316.9% | +282.1% |
| 5Y | +563.0% | -18.9% | +581.9% | +616.8% |
| All | +563.0% | -18.6% | +581.6% | +616.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling