+562.3%
THC vs UDR
+2,918.1%
-2,355.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | +0.2% | -1.8% | +2.0% | +1.1% |
| 30D | +9.0% | +7.9% | +1.1% | +5.2% |
| 3M | +12.9% | -0.8% | +13.7% | +13.2% |
| 6M | +52.8% | 0.0% | +52.9% | +52.3% |
| YTD | +47.4% | +3.7% | +43.7% | +43.6% |
| 1Y | +47.7% | +8.5% | +39.2% | +40.7% |
| 3Y | +444.7% | +26.6% | +418.1% | +379.8% |
| 5Y | +269.3% | -20.2% | +289.5% | +303.3% |
| 10Y | +1,913.5% | +54.7% | +1,858.8% | +1,612.2% |
| All | +562.3% | +2,918.1% | -2,355.8% | +141.0% |
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