+642.7%
HUBS vs UDR
+92.6%
+550.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | -12.4% | -3.4% | -9.0% | -10.8% |
| 30D | +1.4% | -5.4% | +6.8% | +4.4% |
| 3M | +16.0% | -10.0% | +25.9% | +22.7% |
| 6M | -17.0% | -2.5% | -14.5% | -16.2% |
| YTD | -44.3% | -1.1% | -43.2% | -44.5% |
| 1Y | -54.3% | -3.9% | -50.4% | -53.8% |
| 3Y | -58.4% | +3.4% | -61.8% | -60.1% |
| 5Y | -66.7% | -18.9% | -47.8% | -63.8% |
| 10Y | +315.9% | +46.8% | +269.1% | +232.8% |
| All | +642.7% | +92.6% | +550.1% | +407.3% |
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 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