+37.7%
THC vs UDR
-1.4%
+39.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | -2.0% | +1.3% | -0.2% |
| 30D | +1.3% | -5.2% | +6.5% | +2.4% |
| 3M | +64.2% | -5.8% | +70.0% | +66.4% |
| 6M | +8.3% | -1.7% | +10.0% | +9.6% |
| YTD | +33.4% | +2.4% | +31.0% | +33.1% |
| 1Y | +37.7% | -2.1% | +39.8% | +46.6% |
| All | +37.7% | -1.4% | +39.1% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling