+34,054.1%
HD vs UDR
+2,926.3%
+31,127.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +5.2% | +2.0% | +3.2% | +4.5% |
| 30D | +20.7% | +7.9% | +12.8% | +17.6% |
| 3M | +0.8% | -1.5% | +2.3% | +1.4% |
| 6M | +12.2% | +0.9% | +11.3% | +11.8% |
| YTD | +4.2% | +4.0% | +0.2% | +2.5% |
| 1Y | -2.6% | +10.4% | -12.9% | -6.1% |
| 3Y | +30.0% | +26.9% | +3.1% | +18.6% |
| 5Y | +8.1% | -19.4% | +27.5% | +14.5% |
| 10Y | +247.2% | +57.0% | +190.2% | +185.8% |
| All | +34,054.1% | +2,926.3% | +31,127.7% | +12,367.7% |
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