+41.1%
HPQ vs UDR
-20.3%
+61.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.4% |
| 7D | +3.5% | -3.4% | +6.9% | +5.0% |
| 30D | +13.7% | -5.4% | +19.1% | +16.4% |
| 3M | +33.9% | -10.0% | +43.8% | +39.7% |
| 6M | +80.9% | -2.5% | +83.5% | +81.6% |
| YTD | +52.6% | -1.1% | +53.7% | +52.1% |
| 1Y | +21.2% | -3.9% | +25.1% | +22.4% |
| 3Y | +26.9% | +3.4% | +23.4% | +22.3% |
| 5Y | +41.1% | -18.9% | +60.0% | +60.0% |
| All | +41.1% | -20.3% | +61.4% | +60.0% |
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