-2.2%
UDR vs ALHC
-31.6%
+29.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.8% |
| 7D | -3.3% | -4.1% | +0.9% | -3.0% |
| 30D | -5.6% | -5.4% | -0.2% | -5.3% |
| 3M | -9.4% | -32.1% | +22.7% | -7.5% |
| 6M | -3.0% | -28.5% | +25.5% | -1.8% |
| YTD | -0.4% | -34.0% | +33.6% | +1.2% |
| 1Y | -5.1% | -20.9% | +15.8% | -4.8% |
| 3Y | +4.2% | +151.5% | -147.3% | -6.6% |
| 5Y | -19.5% | -28.8% | +9.3% | -25.3% |
| All | -2.2% | -31.6% | +29.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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