+876.3%
HALO vs UDR
+47.2%
+829.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.7% | -3.5% | +0.7% | -1.5% |
| 30D | +5.3% | -5.3% | +10.6% | +7.3% |
| 3M | +51.6% | -9.5% | +61.1% | +56.9% |
| 6M | +61.3% | -0.7% | +61.9% | +61.4% |
| YTD | +59.3% | -1.2% | +60.5% | +59.3% |
| 1Y | +38.3% | -5.7% | +44.0% | +40.6% |
| 3Y | +185.9% | +3.7% | +182.1% | +178.7% |
| 5Y | +159.9% | -18.9% | +178.9% | +173.3% |
| All | +876.3% | +47.2% | +829.1% | +779.7% |
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 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