+1,463.9%
HWM vs UDR
+51.5%
+1,412.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.9% |
| 7D | +1.6% | +2.2% | -0.6% | +0.2% |
| 30D | -3.9% | +8.0% | -12.0% | -8.4% |
| 3M | -23.2% | -3.3% | -20.0% | -22.2% |
| 6M | -20.0% | +1.0% | -21.0% | -21.5% |
| YTD | +5.7% | +4.2% | +1.5% | +1.2% |
| 1Y | +4.9% | +10.8% | -6.0% | -3.5% |
| 3Y | +347.0% | +30.1% | +316.9% | +260.2% |
| 5Y | +563.0% | -18.9% | +581.9% | +615.0% |
| 10Y | +1,579.2% | +53.4% | +1,525.8% | +1,307.9% |
| All | +1,463.9% | +51.5% | +1,412.4% | +1,205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling