+8,082.8%
BHP vs UDR
+2,856.1%
+5,226.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.5% | +2.0% |
| 7D | +1.3% | -2.1% | +3.3% | +2.1% |
| 30D | +4.0% | -5.6% | +9.6% | +6.3% |
| 3M | +12.3% | -5.8% | +18.1% | +14.5% |
| 6M | +30.8% | -1.1% | +31.9% | +30.5% |
| YTD | +58.8% | +1.6% | +57.2% | +56.4% |
| 1Y | +76.8% | -2.7% | +79.5% | +76.7% |
| 3Y | +87.5% | +6.3% | +81.2% | +78.9% |
| 5Y | +123.9% | -19.3% | +143.2% | +135.4% |
| 10Y | +504.4% | +46.0% | +458.4% | +382.2% |
| All | +8,082.8% | +2,856.1% | +5,226.7% | +3,223.3% |
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