+60.4%
HL vs UDR
+2,798.0%
-2,737.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.6% |
| 7D | +0.4% | -3.3% | +3.6% | +1.6% |
| 30D | +18.8% | -5.6% | +24.5% | +21.2% |
| 3M | +43.7% | -9.4% | +53.1% | +48.3% |
| 6M | -1.0% | -3.0% | +1.9% | -0.6% |
| YTD | +8.7% | -0.4% | +9.1% | +8.2% |
| 1Y | +105.0% | -5.1% | +110.1% | +107.1% |
| 3Y | +427.3% | +4.2% | +423.1% | +411.5% |
| 5Y | +249.3% | -19.5% | +268.8% | +270.8% |
| 10Y | +284.2% | +47.9% | +236.3% | +218.0% |
| All | +60.4% | +2,798.0% | -2,737.6% | -4.9% |
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