+125.5%
FHN vs UDR
+47.2%
+78.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.2% | -3.5% | +2.3% | +0.8% |
| 30D | -4.8% | -5.3% | +0.5% | -1.8% |
| 3M | -0.7% | -9.5% | +8.8% | +4.9% |
| 6M | +10.6% | -0.7% | +11.3% | +10.3% |
| YTD | +4.6% | -1.2% | +5.8% | +4.2% |
| 1Y | +11.4% | -5.7% | +17.1% | +13.9% |
| 3Y | +132.3% | +3.7% | +128.5% | +121.4% |
| 5Y | +90.2% | -18.9% | +109.1% | +102.9% |
| All | +125.5% | +47.2% | +78.3% | +104.9% |
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