-3.2%
UDR vs ALHC
-16.7%
+13.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.7% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -5.6% | -6.3% | +0.7% | -5.2% |
| 3M | -5.8% | -12.3% | +6.5% | -5.6% |
| 6M | -1.1% | -27.0% | +25.9% | -0.3% |
| YTD | +1.6% | -31.8% | +33.5% | +1.5% |
| All | -3.2% | -16.7% | +13.4% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling