+4.6%
UDR vs HRB
+25.9%
-21.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.8% |
| 7D | -3.3% | -10.6% | +7.4% | -1.9% |
| 30D | -5.6% | -0.8% | -4.8% | -5.8% |
| 3M | -9.4% | +19.1% | -28.5% | -11.8% |
| 6M | -3.0% | +48.7% | -51.7% | -8.5% |
| YTD | -0.4% | +7.1% | -7.5% | 0.0% |
| 1Y | -5.1% | -8.3% | +3.2% | -1.5% |
| All | +4.6% | +25.9% | -21.4% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 3y: compounded portfolio wealth divided by compounded HRB 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…
3y analysis · Full analysis span regression · 6 months rolling