+49.2%
HUM vs UDR
-3.8%
+52.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +2.1% | -3.5% | +5.5% | +2.5% |
| 30D | +5.4% | -5.3% | +10.7% | +6.2% |
| 3M | +11.4% | -9.5% | +20.9% | +12.6% |
| 6M | +141.5% | -0.7% | +142.2% | +140.3% |
| YTD | +61.2% | -1.2% | +62.4% | +58.3% |
| 1Y | +49.2% | -5.7% | +54.9% | +43.6% |
| All | +49.2% | -3.8% | +52.9% | +43.6% |
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