+534.0%
HAL vs UDR
+2,908.2%
-2,374.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.3% | +2.8% |
| 7D | +6.1% | -0.4% | +6.5% | +6.3% |
| 30D | +2.9% | +7.8% | -4.9% | -0.4% |
| 3M | +3.3% | -2.8% | +6.1% | +4.2% |
| 6M | -16.9% | -1.4% | -15.5% | -17.0% |
| YTD | +21.2% | +3.4% | +17.8% | +18.0% |
| 1Y | +27.5% | +9.9% | +17.7% | +21.1% |
| 3Y | -6.4% | +28.5% | -34.9% | -17.6% |
| 5Y | +58.0% | -20.5% | +78.5% | +67.1% |
| 10Y | -14.6% | +54.2% | -68.9% | -29.7% |
| All | +534.0% | +2,908.2% | -2,374.2% | +153.7% |
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