-93.4%
HTZ vs UDR
-6.6%
-86.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.6% | -20.2% | -20.3% |
| 7D | -7.7% | +4.5% | -12.2% | -10.8% |
| 30D | -13.1% | +9.6% | -22.7% | -19.1% |
| 3M | +14.7% | -2.7% | +17.5% | +17.4% |
| 6M | -70.6% | +1.8% | -72.4% | -71.5% |
| YTD | -65.2% | +5.0% | -70.2% | -67.1% |
| 1Y | -73.2% | +12.1% | -85.3% | -76.0% |
| 3Y | -80.8% | +26.2% | -107.0% | -84.6% |
| 5Y | -94.8% | -17.6% | -77.1% | -93.9% |
| All | -93.4% | -6.6% | -86.7% | -93.3% |
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 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