+276.2%
HPE vs UDR
-20.8%
+297.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.0% |
| 7D | +7.9% | -0.4% | +8.2% | +8.0% |
| 30D | -23.5% | +7.8% | -31.2% | -25.5% |
| 3M | -19.1% | -2.8% | -16.3% | -18.5% |
| 6M | +51.4% | -1.4% | +52.8% | +50.0% |
| YTD | +103.4% | +3.4% | +100.0% | +97.1% |
| 1Y | +114.4% | +9.9% | +104.5% | +102.0% |
| 3Y | +224.7% | +28.5% | +196.2% | +183.9% |
| All | +276.2% | -20.8% | +297.0% | +302.8% |
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