-66.4%
HUBS vs UDR
-20.2%
-46.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -9.0% | -3.5% | -5.5% | -6.8% |
| 30D | +7.2% | -5.3% | +12.5% | +11.3% |
| 3M | +20.9% | -9.5% | +30.4% | +29.7% |
| 6M | -13.0% | -0.7% | -12.4% | -13.2% |
| YTD | -43.8% | -1.2% | -42.7% | -44.3% |
| 1Y | -54.6% | -5.7% | -48.9% | -53.5% |
| 3Y | -58.5% | +3.7% | -62.2% | -61.7% |
| All | -66.4% | -20.2% | -46.2% | -62.9% |
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 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