+5,566.9%
HUM vs UDR
+2,776.7%
+2,790.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -1.4% | -3.4% | +2.0% | -0.5% |
| 30D | +7.5% | -5.4% | +12.9% | +9.1% |
| 3M | +10.2% | -10.0% | +20.2% | +13.2% |
| 6M | +132.5% | -2.5% | +135.1% | +133.5% |
| YTD | +57.6% | -1.1% | +58.7% | +57.3% |
| 1Y | +48.6% | -3.9% | +52.5% | +49.3% |
| 3Y | -11.2% | +3.4% | -14.6% | -13.5% |
| 5Y | +4.8% | -18.9% | +23.7% | +7.7% |
| 10Y | +147.1% | +46.8% | +100.3% | +111.1% |
| All | +5,566.9% | +2,776.7% | +2,790.2% | +2,322.7% |
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 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