+301.7%
HIG vs UDR
+47.2%
+254.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -1.5% | -3.5% | +2.0% | +0.4% |
| 30D | -0.4% | -5.3% | +5.0% | +2.5% |
| 3M | +6.7% | -9.5% | +16.2% | +12.2% |
| 6M | +2.0% | -0.7% | +2.6% | +1.9% |
| YTD | +0.3% | -1.2% | +1.5% | +0.1% |
| 1Y | +4.2% | -5.7% | +9.9% | +6.5% |
| 3Y | +102.2% | +3.7% | +98.5% | +93.1% |
| 5Y | +118.5% | -18.9% | +137.4% | +133.9% |
| All | +301.7% | +47.2% | +254.5% | +254.1% |
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 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