+210.2%
HD vs UDR
+44.7%
+165.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.1% |
| 7D | -1.8% | -3.3% | +1.4% | -0.3% |
| 30D | -10.8% | -5.6% | -5.2% | -8.5% |
| 3M | -2.7% | -9.4% | +6.7% | +1.6% |
| 6M | -10.3% | -3.0% | -7.3% | -9.3% |
| YTD | -7.8% | -0.4% | -7.4% | -8.1% |
| 1Y | -23.1% | -5.1% | -18.0% | -21.7% |
| 3Y | +2.0% | +4.2% | -2.2% | -1.5% |
| 5Y | +6.2% | -19.5% | +25.7% | +13.3% |
| 10Y | +210.2% | +47.9% | +162.3% | +176.1% |
| All | +210.2% | +44.7% | +165.5% | +176.1% |
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