+90.4%
HST vs UDR
+28.9%
+61.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.2% |
| 7D | +0.6% | +2.0% | -1.4% | -0.6% |
| 30D | +14.5% | +7.9% | +6.6% | +9.5% |
| 3M | +15.4% | -1.5% | +16.9% | +16.2% |
| 6M | +22.0% | +0.9% | +21.1% | +20.6% |
| YTD | +54.9% | +4.0% | +50.8% | +49.9% |
| 1Y | +54.0% | +10.4% | +43.6% | +43.7% |
| 3Y | +90.4% | +26.9% | +63.5% | +64.6% |
| All | +90.4% | +28.9% | +61.6% | +64.6% |
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 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