-37.8%
HDB vs UDR
-20.7%
-17.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.2% |
| 7D | -4.9% | -3.3% | -1.6% | -3.9% |
| 30D | -5.8% | -5.6% | -0.2% | -4.1% |
| 3M | -5.2% | -9.4% | +4.2% | -2.3% |
| 6M | -25.7% | -3.0% | -22.8% | -25.2% |
| YTD | -39.6% | -0.4% | -39.2% | -39.7% |
| 1Y | -36.9% | -5.1% | -31.8% | -36.2% |
| 3Y | -29.7% | +4.2% | -33.9% | -32.3% |
| 5Y | -37.8% | -19.5% | -18.2% | -34.1% |
| All | -37.8% | -20.7% | -17.1% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling