-32.9%
HDB vs UDR
+14.9%
-47.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +4.3% |
| 7D | +12.9% | +7.2% | +5.7% | +10.4% |
| 30D | +10.0% | +10.5% | -0.4% | +6.5% |
| 3M | +1.8% | -2.3% | +4.1% | +2.3% |
| 6M | -2.1% | +4.0% | -6.1% | -3.7% |
| YTD | -33.4% | +5.6% | -39.0% | -35.1% |
| 1Y | -32.9% | +13.0% | -45.9% | -35.9% |
| All | -32.9% | +14.9% | -47.8% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling