+161.1%
HALO vs UDR
-20.1%
+181.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | 0.0% |
| 7D | -3.4% | -3.4% | 0.0% | -1.9% |
| 30D | +4.3% | -5.4% | +9.7% | +6.8% |
| 3M | +51.8% | -10.0% | +61.7% | +58.7% |
| 6M | +57.8% | -2.5% | +60.3% | +59.2% |
| YTD | +59.0% | -1.1% | +60.1% | +58.8% |
| 1Y | +41.2% | -3.9% | +45.1% | +42.7% |
| 3Y | +177.8% | +3.4% | +174.4% | +167.9% |
| All | +161.1% | -20.1% | +181.2% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling