+768.7%
HBAN vs UDR
+2,798.0%
-2,029.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.5% |
| 7D | -1.5% | -3.3% | +1.8% | +0.6% |
| 30D | -5.5% | -5.6% | +0.1% | -2.1% |
| 3M | -0.2% | -9.4% | +9.2% | +5.8% |
| 6M | +5.2% | -3.0% | +8.1% | +6.5% |
| YTD | -2.3% | -0.4% | -1.9% | -2.9% |
| 1Y | -2.2% | -5.1% | +3.0% | +0.1% |
| 3Y | +73.8% | +4.2% | +69.6% | +66.0% |
| 5Y | +35.2% | -19.5% | +54.8% | +48.3% |
| 10Y | +155.4% | +47.9% | +107.5% | +83.3% |
| All | +768.7% | +2,798.0% | -2,029.4% | +134.7% |
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