+1,330.6%
HST vs UDR
+2,878.3%
-1,547.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -1.0% | -2.0% | +1.0% | +0.5% |
| 30D | -12.3% | -5.2% | -7.1% | -8.5% |
| 3M | -6.4% | -5.8% | -0.6% | -2.4% |
| 6M | +15.0% | -1.7% | +16.7% | +15.6% |
| YTD | +30.5% | +2.4% | +28.1% | +26.8% |
| 1Y | +35.7% | -2.1% | +37.8% | +36.0% |
| 3Y | +68.4% | +4.2% | +64.2% | +57.2% |
| 5Y | +73.1% | -20.0% | +93.1% | +93.8% |
| 10Y | +92.7% | +44.6% | +48.1% | +29.2% |
| All | +1,330.6% | +2,878.3% | -1,547.6% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling