+231.1%
HOOD vs UDR
-22.1%
+253.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.4% |
| 7D | +7.7% | -3.3% | +11.0% | +10.2% |
| 30D | +22.0% | -5.6% | +27.6% | +26.8% |
| 3M | +37.6% | -9.4% | +47.0% | +46.2% |
| 6M | +45.3% | -3.0% | +48.2% | +46.0% |
| YTD | +1.9% | -0.4% | +2.3% | +0.2% |
| 1Y | -2.7% | -5.1% | +2.4% | -1.3% |
| 3Y | +973.4% | +4.2% | +969.2% | +899.3% |
| 5Y | +179.3% | -19.5% | +198.8% | +258.3% |
| All | +231.1% | -22.1% | +253.2% | +272.6% |
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