+792.3%
HUT vs UDR
+4.7%
+787.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.6% |
| 7D | +28.3% | -2.1% | +30.3% | +29.2% |
| 30D | +12.3% | -5.6% | +17.9% | +14.7% |
| 3M | -16.8% | -5.8% | -11.0% | -16.5% |
| 6M | +111.4% | -1.1% | +112.5% | +104.8% |
| YTD | +116.6% | +1.6% | +115.0% | +105.7% |
| 1Y | +290.5% | -2.7% | +293.1% | +280.4% |
| 3Y | +792.3% | +6.3% | +786.0% | +767.5% |
| All | +792.3% | +4.7% | +787.6% | +767.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling