+498.0%
HAL vs UDR
+2,926.3%
-2,428.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | 0.0% |
| 7D | -6.5% | +2.0% | -8.5% | -7.3% |
| 30D | -2.1% | +7.9% | -10.0% | -5.3% |
| 3M | -4.9% | -1.5% | -3.4% | -4.6% |
| 6M | -19.3% | +0.9% | -20.2% | -20.2% |
| YTD | +14.3% | +4.0% | +10.3% | +11.0% |
| 1Y | +17.3% | +10.4% | +6.9% | +11.1% |
| 3Y | -10.9% | +26.9% | -37.8% | -21.1% |
| 5Y | +47.4% | -19.4% | +66.8% | +55.0% |
| 10Y | -20.8% | +57.0% | -77.8% | -35.2% |
| All | +498.0% | +2,926.3% | -2,428.4% | +138.7% |
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