+420.1%
HUT vs UDR
+45.8%
+374.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +17.8% | -2.0% | +19.8% | +19.2% |
| 30D | +0.8% | -5.2% | +6.0% | +3.8% |
| 3M | -26.8% | -5.8% | -21.0% | -25.7% |
| 6M | +72.6% | -1.7% | +74.3% | +69.8% |
| YTD | +103.6% | +2.4% | +101.3% | +94.2% |
| 1Y | +265.3% | -2.1% | +267.4% | +256.2% |
| 3Y | +689.4% | +4.2% | +685.2% | +636.2% |
| 5Y | +75.3% | -20.0% | +95.3% | +94.9% |
| All | +420.1% | +45.8% | +374.3% | +457.4% |
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