+1,644.1%
THC vs UDR
+54.6%
+1,589.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -1.0% |
| 7D | +1.0% | -0.4% | +1.3% | +1.3% |
| 30D | +5.3% | +7.8% | -2.4% | -0.6% |
| 3M | +7.1% | -2.8% | +9.9% | +9.2% |
| 6M | +46.0% | -1.4% | +47.5% | +46.4% |
| YTD | +43.9% | +3.4% | +40.5% | +37.3% |
| 1Y | +45.4% | +9.9% | +35.6% | +31.8% |
| 3Y | +421.3% | +28.5% | +392.8% | +301.1% |
| 5Y | +261.5% | -20.5% | +282.0% | +315.2% |
| All | +1,644.1% | +54.6% | +1,589.4% | +1,478.5% |
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 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