+634.9%
HLT vs UDR
+129.7%
+505.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.6% | -3.5% | +1.9% | 0.0% |
| 30D | -5.0% | -5.3% | +0.3% | -2.7% |
| 3M | -10.4% | -9.5% | -0.9% | -6.5% |
| 6M | +3.2% | -0.7% | +3.9% | +3.0% |
| YTD | +6.7% | -1.2% | +7.9% | +6.6% |
| 1Y | +10.3% | -5.7% | +16.0% | +12.5% |
| 3Y | +99.3% | +3.7% | +95.6% | +92.2% |
| 5Y | +143.7% | -18.9% | +162.6% | +159.6% |
| 10Y | +584.7% | +46.7% | +538.0% | +460.5% |
| All | +634.9% | +129.7% | +505.2% | +462.1% |
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 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