+3,769.4%
HDB vs UDR
+746.8%
+3,022.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | +0.4% | -2.0% | +2.4% | +1.5% |
| 30D | -2.8% | -5.2% | +2.4% | -0.1% |
| 3M | -3.5% | -5.8% | +2.2% | -0.7% |
| 6M | -24.7% | -1.7% | -23.0% | -24.4% |
| YTD | -36.6% | +2.4% | -38.9% | -37.8% |
| 1Y | -34.4% | -2.1% | -32.3% | -34.4% |
| 3Y | -24.4% | +4.2% | -28.6% | -28.9% |
| 5Y | -35.4% | -20.0% | -15.4% | -31.6% |
| 10Y | +39.5% | +44.6% | -5.1% | -1.6% |
| All | +3,769.4% | +746.8% | +3,022.6% | +1,014.7% |
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