+66.7%
HDB vs UDR
+54.6%
+12.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | +14.1% | +7.8% | +6.4% | +10.8% |
| 3M | +11.8% | -2.8% | +14.6% | +13.0% |
| 6M | +8.2% | -1.4% | +9.6% | +8.5% |
| YTD | -29.3% | +3.4% | -32.7% | -30.6% |
| 1Y | -28.8% | +9.9% | -38.7% | -31.8% |
| 3Y | -7.5% | +28.5% | -36.0% | -18.7% |
| 5Y | -23.1% | -20.5% | -2.6% | -18.5% |
| All | +66.7% | +54.6% | +12.1% | +39.6% |
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