+261.2%
HL vs UDR
+47.3%
+214.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.7% |
| 7D | -5.6% | -3.4% | -2.2% | -4.3% |
| 30D | +12.7% | -5.4% | +18.2% | +15.3% |
| 3M | +42.5% | -10.0% | +52.5% | +48.2% |
| 6M | -9.0% | -2.5% | -6.5% | -8.8% |
| YTD | +4.4% | -1.1% | +5.5% | +4.0% |
| 1Y | +82.7% | -3.9% | +86.6% | +83.8% |
| 3Y | +406.3% | +3.4% | +402.8% | +386.2% |
| 5Y | +238.2% | -18.9% | +257.0% | +255.5% |
| All | +261.2% | +47.3% | +214.0% | +213.4% |
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