+1.6%
EQH vs UDR
-3.8%
+5.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.7% | -3.5% | +4.2% | +1.5% |
| 30D | +2.8% | -5.3% | +8.1% | +4.1% |
| 3M | +23.1% | -9.5% | +32.6% | +25.7% |
| 6M | +41.4% | -0.7% | +42.0% | +39.1% |
| YTD | +14.3% | -1.2% | +15.4% | +12.8% |
| 1Y | +1.6% | -5.7% | +7.3% | +0.5% |
| All | +1.6% | -3.8% | +5.4% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling