+220.5%
EQH vs UDR
+30.8%
+189.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | -1.8% | -3.4% | +1.6% | +0.6% |
| 30D | +2.4% | -5.4% | +7.9% | +6.3% |
| 3M | +26.3% | -10.0% | +36.3% | +34.8% |
| 6M | +35.8% | -2.5% | +38.4% | +36.6% |
| YTD | +12.7% | -1.1% | +13.8% | +11.7% |
| 1Y | +2.5% | -3.9% | +6.3% | +3.4% |
| 3Y | +98.6% | +3.4% | +95.2% | +86.3% |
| 5Y | +101.7% | -18.9% | +120.6% | +121.7% |
| All | +220.5% | +30.8% | +189.7% | +184.6% |
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