+37.0%
HPQ vs UDR
+3.3%
+33.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | -3.5% | +13.2% | +11.2% |
| 30D | +22.4% | -5.3% | +27.7% | +24.8% |
| 3M | +45.2% | -9.5% | +54.7% | +50.4% |
| 6M | +96.4% | -0.7% | +97.1% | +95.4% |
| YTD | +65.4% | -1.2% | +66.6% | +65.0% |
| 1Y | +31.6% | -5.7% | +37.3% | +33.8% |
| 3Y | +37.0% | +3.7% | +33.3% | +31.5% |
| All | +37.0% | +3.3% | +33.7% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling