+7.4%
HAL vs UDR
+44.7%
-37.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +2.0% |
| 7D | -1.3% | -3.3% | +1.9% | +0.5% |
| 30D | +10.9% | -5.6% | +16.5% | +14.3% |
| 3M | -5.8% | -9.4% | +3.6% | -1.1% |
| 6M | +8.1% | -3.0% | +11.1% | +8.4% |
| YTD | +33.2% | -0.4% | +33.6% | +31.1% |
| 1Y | +74.2% | -5.1% | +79.3% | +75.8% |
| 3Y | -3.7% | +4.2% | -7.9% | -10.0% |
| 5Y | +111.9% | -19.5% | +131.4% | +127.3% |
| 10Y | +7.4% | +47.9% | -40.5% | -3.5% |
| All | +7.4% | +44.7% | -37.3% | -3.5% |
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