+396.0%
HPE vs UDR
-20.2%
+416.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.5% |
| 7D | +19.4% | -3.5% | +22.9% | +20.8% |
| 30D | +5.6% | -5.3% | +10.9% | +7.5% |
| 3M | +33.1% | -9.5% | +42.6% | +36.8% |
| 6M | +192.5% | -0.7% | +193.1% | +188.1% |
| YTD | +160.9% | -1.2% | +162.1% | +157.5% |
| 1Y | +155.0% | -5.7% | +160.7% | +156.4% |
| 3Y | +289.4% | +3.7% | +285.7% | +273.4% |
| All | +396.0% | -20.2% | +416.2% | +447.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling