+30.6%
HUM vs UDR
-1.4%
+32.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +4.2% | -2.0% | +6.1% | +4.4% |
| 30D | +10.4% | -5.2% | +15.6% | +11.1% |
| 3M | +15.1% | -5.8% | +20.8% | +15.5% |
| 6M | +120.9% | -1.7% | +122.6% | +119.5% |
| YTD | +57.9% | +2.4% | +55.6% | +54.7% |
| 1Y | +30.6% | -2.1% | +32.7% | +21.7% |
| All | +30.6% | -1.4% | +32.0% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling