+159.3%
HPE vs UDR
-0.2%
+159.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.5% | +7.3% |
| 7D | +10.1% | -2.1% | +12.2% | +8.9% |
| 30D | +5.3% | -5.6% | +10.9% | +1.9% |
| 3M | +12.7% | -5.8% | +18.5% | +8.7% |
| All | +159.3% | -0.2% | +159.5% | +160.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling