+499.2%
THC vs UDR
+2,878.3%
-2,379.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | -2.0% | +1.3% | +0.3% |
| 30D | +1.3% | -5.2% | +6.5% | +3.8% |
| 3M | +64.2% | -5.8% | +70.0% | +68.6% |
| 6M | +8.3% | -1.7% | +10.0% | +8.5% |
| YTD | +33.4% | +2.4% | +31.0% | +30.8% |
| 1Y | +37.7% | -2.1% | +39.8% | +37.7% |
| 3Y | +236.8% | +4.2% | +232.6% | +224.2% |
| 5Y | +249.3% | -20.0% | +269.3% | +281.3% |
| 10Y | +995.2% | +44.6% | +950.6% | +858.9% |
| All | +499.2% | +2,878.3% | -2,379.1% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling