+1,587.7%
HST vs UDR
+2,918.1%
-1,330.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -1.3% | -1.8% | +0.5% | +0.1% |
| 30D | +13.4% | +7.9% | +5.4% | +6.6% |
| 3M | +16.7% | -0.8% | +17.5% | +17.0% |
| 6M | +24.0% | 0.0% | +24.0% | +23.0% |
| YTD | +54.0% | +3.7% | +50.2% | +47.6% |
| 1Y | +55.0% | +8.5% | +46.5% | +43.4% |
| 3Y | +89.3% | +26.6% | +62.8% | +51.7% |
| 5Y | +85.4% | -20.2% | +105.6% | +108.1% |
| 10Y | +137.1% | +54.7% | +82.4% | +50.7% |
| All | +1,587.7% | +2,918.1% | -1,330.4% | +212.9% |
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