+225.0%
EQH vs UDR
+30.7%
+194.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.7% | -3.5% | +4.2% | +3.1% |
| 30D | +2.8% | -5.3% | +8.1% | +6.6% |
| 3M | +23.1% | -9.5% | +32.6% | +31.0% |
| 6M | +41.4% | -0.7% | +42.0% | +40.3% |
| YTD | +14.3% | -1.2% | +15.4% | +13.3% |
| 1Y | +1.6% | -5.7% | +7.3% | +4.0% |
| 3Y | +102.7% | +3.7% | +99.0% | +89.8% |
| 5Y | +104.5% | -18.9% | +123.5% | +124.9% |
| All | +225.0% | +30.7% | +194.3% | +188.8% |
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 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