+116.4%
HPE vs UDR
+14.9%
+101.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.6% | -9.3% | -4.1% |
| 7D | -17.0% | +7.2% | -24.2% | -14.4% |
| 30D | -26.7% | +10.5% | -37.2% | -23.6% |
| 3M | -4.1% | -2.3% | -1.9% | -3.1% |
| 6M | +75.4% | +4.0% | +71.4% | +74.7% |
| YTD | +111.0% | +5.6% | +105.4% | +115.1% |
| 1Y | +116.4% | +13.0% | +103.4% | +118.1% |
| All | +116.4% | +14.9% | +101.5% | +118.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling