+917.8%
HOOD vs UDR
+27.7%
+890.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -3.2% | -1.8% | -1.5% | -2.3% |
| 30D | -22.6% | +7.9% | -30.5% | -25.6% |
| 3M | -10.4% | -0.8% | -9.6% | -10.2% |
| 6M | +4.7% | 0.0% | +4.7% | +3.2% |
| YTD | -25.2% | +3.7% | -29.0% | -28.0% |
| 1Y | -35.9% | +8.5% | -44.4% | -40.3% |
| All | +917.8% | +27.7% | +890.1% | +782.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling