+30.7%
HD vs UDR
+27.3%
+3.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.3% |
| 7D | +1.5% | -0.4% | +1.9% | +1.7% |
| 30D | +18.0% | +7.8% | +10.2% | +13.9% |
| 3M | +2.8% | -2.8% | +5.6% | +4.2% |
| 6M | +17.0% | -1.4% | +18.4% | +17.6% |
| YTD | +3.5% | +3.4% | +0.1% | +1.3% |
| 1Y | -2.6% | +9.9% | -12.4% | -7.6% |
| 3Y | +30.7% | +28.5% | +2.2% | +11.1% |
| All | +30.7% | +27.3% | +3.4% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling