+31,139.8%
HD vs UDR
+2,878.3%
+28,261.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.1% | -2.0% | -0.1% | -1.3% |
| 30D | -8.4% | -5.2% | -3.2% | -6.7% |
| 3M | +4.3% | -5.8% | +10.1% | +6.5% |
| 6M | -11.1% | -1.7% | -9.4% | -10.8% |
| YTD | -4.7% | +2.4% | -7.0% | -5.8% |
| 1Y | -19.8% | -2.1% | -17.7% | -19.5% |
| 3Y | +4.1% | +4.2% | -0.1% | +1.5% |
| 5Y | +10.3% | -20.0% | +30.3% | +17.0% |
| 10Y | +203.2% | +44.6% | +158.5% | +155.9% |
| All | +31,139.8% | +2,878.3% | +28,261.5% | +11,358.5% |
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