+5,596.8%
HON vs UDR
+2,856.1%
+2,740.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | -0.8% | -2.1% | +1.2% | -0.1% |
| 30D | -15.2% | -5.6% | -9.5% | -13.5% |
| 3M | -6.0% | -5.8% | -0.2% | -4.2% |
| 6M | -14.9% | -1.1% | -13.8% | -14.9% |
| YTD | +3.2% | +1.6% | +1.5% | +2.1% |
| 1Y | 0.0% | -2.7% | +2.7% | +0.3% |
| 3Y | +21.5% | +6.3% | +15.2% | +17.2% |
| 5Y | +4.0% | -19.3% | +23.4% | +9.0% |
| 10Y | +138.4% | +46.0% | +92.4% | +102.0% |
| All | +5,596.8% | +2,856.1% | +2,740.7% | +2,680.7% |
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