+25.6%
HYG vs UDR
+3.3%
+22.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -3.5% | +2.8% | -0.3% |
| 30D | -0.7% | -5.3% | +4.6% | -0.1% |
| 3M | -0.2% | -9.5% | +9.3% | +0.8% |
| 6M | +1.4% | -0.7% | +2.1% | +1.3% |
| YTD | +1.5% | -1.2% | +2.6% | +1.3% |
| 1Y | +2.9% | -5.7% | +8.6% | +3.3% |
| 3Y | +25.6% | +3.7% | +21.9% | +24.1% |
| All | +25.6% | +3.3% | +22.3% | +24.1% |
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