+131.6%
FHN vs UDR
+4.7%
+126.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.7% |
| 7D | +2.7% | -2.1% | +4.7% | +3.7% |
| 30D | -3.1% | -5.6% | +2.5% | -0.3% |
| 3M | +2.3% | -5.8% | +8.1% | +5.2% |
| 6M | +9.7% | -1.1% | +10.9% | +9.8% |
| YTD | +4.7% | +1.6% | +3.1% | +2.8% |
| 1Y | +13.8% | -2.7% | +16.4% | +14.3% |
| 3Y | +131.6% | +6.3% | +125.3% | +110.8% |
| All | +131.6% | +4.7% | +126.9% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling