+571.9%
HPE vs UDR
+51.6%
+520.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.1% |
| 7D | +7.9% | -0.4% | +8.2% | +8.0% |
| 30D | -23.5% | +7.8% | -31.2% | -26.2% |
| 3M | -19.1% | -2.8% | -16.3% | -18.6% |
| 6M | +51.4% | -1.4% | +52.8% | +49.8% |
| YTD | +103.4% | +3.4% | +100.0% | +96.2% |
| 1Y | +114.4% | +9.9% | +104.5% | +100.5% |
| 3Y | +224.7% | +28.5% | +196.2% | +178.1% |
| 5Y | +277.8% | -20.5% | +298.3% | +300.8% |
| 10Y | +371.1% | +54.2% | +316.8% | +270.3% |
| All | +571.9% | +51.6% | +520.3% | +425.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling