+124.9%
CHD vs UDR
+47.3%
+77.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -4.7% | -3.4% | -1.3% | -3.9% |
| 30D | -8.3% | -5.4% | -2.9% | -7.0% |
| 3M | -4.0% | -10.0% | +5.9% | -1.5% |
| 6M | -6.5% | -2.5% | -4.0% | -5.9% |
| YTD | +13.1% | -1.1% | +14.2% | +13.3% |
| 1Y | +2.3% | -3.9% | +6.2% | +3.2% |
| 3Y | +1.8% | +3.4% | -1.7% | +0.1% |
| 5Y | +20.6% | -18.9% | +39.5% | +24.4% |
| All | +124.9% | +47.3% | +77.6% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling