+246.3%
HPE vs UDR
+3.4%
+243.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.7% | -5.5% | -6.1% |
| 7D | +1.4% | -3.4% | +4.8% | +2.3% |
| 30D | +1.5% | -5.4% | +7.0% | +3.0% |
| 3M | +21.7% | -10.0% | +31.7% | +24.6% |
| 6M | +164.2% | -2.5% | +166.7% | +161.1% |
| YTD | +132.1% | -1.1% | +133.2% | +128.0% |
| 1Y | +130.6% | -3.9% | +134.5% | +129.4% |
| All | +246.3% | +3.4% | +243.0% | +236.7% |
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 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