+951.2%
HIG vs UDR
+1,181.4%
-230.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.7% |
| 7D | -2.3% | -3.4% | +1.1% | 0.0% |
| 30D | -1.2% | -5.4% | +4.2% | +2.5% |
| 3M | +6.3% | -10.0% | +16.3% | +13.7% |
| 6M | +0.6% | -2.5% | +3.1% | +1.7% |
| YTD | +0.6% | -1.1% | +1.7% | +0.2% |
| 1Y | +6.1% | -3.9% | +10.0% | +7.5% |
| 3Y | +102.0% | +3.4% | +98.5% | +89.0% |
| 5Y | +119.2% | -18.9% | +138.1% | +133.5% |
| 10Y | +312.5% | +46.8% | +265.7% | +173.8% |
| All | +951.2% | +1,181.4% | -230.2% | +119.3% |
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