+101.9%
EQH vs UDR
-20.2%
+122.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +0.7% | -3.5% | +4.2% | +2.7% |
| 30D | +2.8% | -5.3% | +8.1% | +5.9% |
| 3M | +23.1% | -9.5% | +32.6% | +29.6% |
| 6M | +41.4% | -0.7% | +42.0% | +40.4% |
| YTD | +14.3% | -1.2% | +15.4% | +13.4% |
| 1Y | +1.6% | -5.7% | +7.3% | +3.6% |
| 3Y | +102.7% | +3.7% | +99.0% | +92.2% |
| All | +101.9% | -20.2% | +122.1% | +128.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling