+1,814.8%
FHN vs UDR
+2,878.3%
-1,063.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.2% | -2.0% | +3.2% | +2.3% |
| 30D | -4.7% | -5.2% | +0.5% | -2.0% |
| 3M | +3.5% | -5.8% | +9.3% | +6.7% |
| 6M | +7.8% | -1.7% | +9.5% | +8.2% |
| YTD | +5.9% | +2.4% | +3.5% | +3.6% |
| 1Y | +12.5% | -2.1% | +14.6% | +12.5% |
| 3Y | +117.2% | +4.2% | +113.0% | +108.0% |
| 5Y | +86.5% | -20.0% | +106.5% | +99.5% |
| 10Y | +125.7% | +44.6% | +81.1% | +72.7% |
| All | +1,814.8% | +2,878.3% | -1,063.5% | +512.4% |
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