+1,039.2%
THC vs UDR
+44.7%
+994.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.0% | +5.8% | +5.4% |
| 7D | +4.1% | -3.3% | +7.3% | +6.7% |
| 30D | +3.5% | -5.6% | +9.2% | +8.2% |
| 3M | +61.7% | -9.4% | +71.2% | +74.0% |
| 6M | +11.8% | -3.0% | +14.8% | +13.0% |
| YTD | +35.4% | -0.4% | +35.8% | +33.0% |
| 1Y | +37.0% | -5.1% | +42.2% | +39.6% |
| 3Y | +260.1% | +4.2% | +255.9% | +228.4% |
| 5Y | +262.6% | -19.5% | +282.1% | +310.7% |
| 10Y | +1,039.2% | +47.9% | +991.3% | +822.6% |
| All | +1,039.2% | +44.7% | +994.5% | +822.6% |
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 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