+403.8%
HUT vs UDR
+40.9%
+362.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.1% |
| 7D | +2.8% | -3.4% | +6.2% | +5.0% |
| 30D | +2.1% | -5.4% | +7.5% | +5.2% |
| 3M | -14.3% | -10.0% | -4.3% | -10.3% |
| 6M | +84.2% | -2.5% | +86.8% | +81.9% |
| YTD | +97.2% | -1.1% | +98.3% | +92.1% |
| 1Y | +192.7% | -3.9% | +196.6% | +188.5% |
| 3Y | +712.6% | +3.4% | +709.1% | +659.9% |
| 5Y | +85.5% | -18.9% | +104.4% | +105.5% |
| All | +403.8% | +40.9% | +362.9% | +451.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling