+595.7%
HAL vs UDR
+2,878.3%
-2,282.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.9% | -2.0% | +4.9% | +3.8% |
| 30D | +17.0% | -5.2% | +22.2% | +19.4% |
| 3M | -9.7% | -5.8% | -3.9% | -7.9% |
| 6M | +8.6% | -1.7% | +10.3% | +8.4% |
| YTD | +33.0% | +2.4% | +30.6% | +30.3% |
| 1Y | +68.3% | -2.1% | +70.4% | +67.6% |
| 3Y | +0.1% | +4.2% | -4.1% | -3.9% |
| 5Y | +102.6% | -20.0% | +122.6% | +113.9% |
| 10Y | +3.8% | +44.6% | -40.8% | -12.4% |
| All | +595.7% | +2,878.3% | -2,282.5% | +180.1% |
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