+107.0%
HST vs UDR
+44.7%
+62.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +1.3% |
| 7D | -0.3% | -3.3% | +2.9% | +2.0% |
| 30D | -2.8% | -5.6% | +2.9% | +1.2% |
| 3M | -6.5% | -9.4% | +2.9% | -0.1% |
| 6M | +20.7% | -3.0% | +23.7% | +22.4% |
| YTD | +30.5% | -0.4% | +30.8% | +29.5% |
| 1Y | +36.8% | -5.1% | +41.9% | +40.3% |
| 3Y | +65.9% | +4.2% | +61.7% | +56.0% |
| 5Y | +73.9% | -19.5% | +93.4% | +93.7% |
| 10Y | +107.0% | +47.9% | +59.1% | +54.0% |
| All | +107.0% | +44.7% | +62.4% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling