+1,731.8%
HCA vs UDR
+163.4%
+1,568.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.9% |
| 7D | +4.9% | -3.3% | +8.2% | +6.6% |
| 30D | +1.9% | -5.6% | +7.5% | +4.7% |
| 3M | +12.7% | -9.4% | +22.2% | +18.2% |
| 6M | -22.3% | -3.0% | -19.4% | -21.6% |
| YTD | -9.3% | -0.4% | -8.9% | -10.0% |
| 1Y | +2.7% | -5.1% | +7.9% | +4.3% |
| 3Y | +57.8% | +4.2% | +53.6% | +49.3% |
| 5Y | +70.3% | -19.5% | +89.9% | +82.6% |
| 10Y | +499.7% | +47.9% | +451.8% | +368.9% |
| All | +1,731.8% | +163.4% | +1,568.4% | +1,006.9% |
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