+47.7%
THC vs UDR
+9.8%
+38.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.2% | -1.8% | +2.0% | +0.6% |
| 30D | +9.0% | +7.9% | +1.1% | +7.8% |
| 3M | +12.9% | -0.8% | +13.7% | +12.9% |
| 6M | +52.8% | 0.0% | +52.9% | +53.4% |
| YTD | +47.4% | +3.7% | +43.7% | +48.1% |
| 1Y | +47.7% | +8.5% | +39.2% | +45.6% |
| All | +47.7% | +9.8% | +38.0% | +45.6% |
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