+645.2%
HWM vs UDR
-20.7%
+665.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.2% |
| 7D | -8.0% | -3.3% | -4.8% | -6.9% |
| 30D | -18.0% | -5.6% | -12.4% | -16.2% |
| 3M | -9.5% | -9.4% | -0.1% | -6.4% |
| 6M | -8.4% | -3.0% | -5.4% | -8.0% |
| YTD | +13.6% | -0.4% | +14.0% | +12.3% |
| 1Y | +30.2% | -5.1% | +35.4% | +31.3% |
| 3Y | +392.2% | +4.2% | +388.0% | +370.8% |
| 5Y | +645.2% | -19.5% | +664.7% | +731.0% |
| All | +645.2% | -20.7% | +665.9% | +731.0% |
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 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