+448.2%
HUT vs UDR
+40.8%
+407.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.1% | +8.9% | +8.9% |
| 7D | +5.4% | -3.5% | +8.9% | +7.7% |
| 30D | +8.6% | -5.3% | +13.9% | +11.9% |
| 3M | -15.2% | -9.5% | -5.7% | -11.6% |
| 6M | +92.9% | -0.7% | +93.5% | +88.2% |
| YTD | +114.6% | -1.2% | +115.8% | +109.2% |
| 1Y | +208.5% | -5.7% | +214.3% | +208.0% |
| 3Y | +821.5% | +3.7% | +817.8% | +760.0% |
| 5Y | +101.8% | -18.9% | +120.8% | +123.7% |
| All | +448.2% | +40.8% | +407.4% | +500.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling