-16.8%
HAL vs UDR
+56.7%
-73.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.5% |
| 7D | -0.2% | -1.8% | +1.6% | +0.8% |
| 30D | +1.0% | +7.9% | -6.9% | -3.5% |
| 3M | -2.1% | -0.8% | -1.3% | -2.2% |
| 6M | -17.5% | 0.0% | -17.5% | -18.4% |
| YTD | +18.1% | +3.7% | +14.4% | +13.3% |
| 1Y | +19.7% | +8.5% | +11.2% | +11.6% |
| 3Y | -7.9% | +26.6% | -34.5% | -23.8% |
| 5Y | +53.1% | -20.2% | +73.3% | +66.2% |
| 10Y | -16.8% | +54.7% | -71.5% | -26.5% |
| All | -16.8% | +56.7% | -73.5% | -26.5% |
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