+250.7%
HOOD vs UDR
-20.0%
+270.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +17.1% | -2.0% | +19.1% | +18.7% |
| 30D | +31.6% | -5.2% | +36.8% | +36.3% |
| 3M | +38.2% | -5.8% | +44.0% | +42.7% |
| 6M | +48.5% | -1.7% | +50.2% | +48.1% |
| YTD | +8.0% | +2.4% | +5.6% | +4.1% |
| 1Y | +18.7% | -2.1% | +20.8% | +17.7% |
| 3Y | +999.1% | +4.2% | +994.9% | +927.9% |
| 5Y | +181.7% | -20.0% | +201.7% | +231.2% |
| All | +250.7% | -20.0% | +270.6% | +287.3% |
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