+677.7%
HPE vs UDR
+49.0%
+628.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.7% | +8.5% | +8.1% |
| 7D | +10.1% | -2.1% | +12.2% | +11.1% |
| 30D | +5.3% | -5.6% | +10.9% | +7.9% |
| 3M | +12.7% | -5.8% | +18.5% | +14.7% |
| 6M | +167.7% | -1.1% | +168.8% | +165.1% |
| YTD | +135.5% | +1.6% | +133.8% | +130.0% |
| 1Y | +143.4% | -2.7% | +146.1% | +142.0% |
| 3Y | +249.2% | +6.3% | +242.9% | +228.6% |
| 5Y | +343.8% | -19.3% | +363.2% | +368.6% |
| 10Y | +495.9% | +46.0% | +449.9% | +379.9% |
| All | +677.7% | +49.0% | +628.7% | +516.3% |
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 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