+73.7%
HST vs UDR
-18.0%
+91.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +2.0% | -2.1% | +4.0% | +3.2% |
| 30D | -5.2% | -5.6% | +0.4% | -2.0% |
| 3M | -6.2% | -5.8% | -0.5% | -3.2% |
| 6M | +20.4% | -1.1% | +21.6% | +20.5% |
| YTD | +30.6% | +1.6% | +29.0% | +28.4% |
| 1Y | +37.4% | -2.7% | +40.0% | +38.4% |
| 3Y | +66.1% | +6.3% | +59.8% | +57.0% |
| 5Y | +73.7% | -19.3% | +93.0% | +90.3% |
| All | +73.7% | -18.0% | +91.7% | +90.3% |
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 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