+2,878.3%
UDR vs HRB
+3,357.9%
-479.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +1.0% |
| 7D | -2.0% | -5.7% | +3.7% | -0.6% |
| 30D | -5.2% | +7.9% | -13.1% | -7.5% |
| 3M | -5.8% | +32.1% | -37.9% | -12.9% |
| 6M | -1.7% | +62.2% | -63.9% | -14.8% |
| YTD | +2.4% | +16.4% | -14.0% | -4.0% |
| 1Y | -2.1% | -0.3% | -1.8% | -4.6% |
| 3Y | +4.2% | +36.0% | -31.8% | -7.9% |
| 5Y | -20.0% | +125.2% | -145.2% | -39.3% |
| 10Y | +44.6% | +237.7% | -193.0% | -7.7% |
| All | +2,878.3% | +3,357.9% | -479.6% | +1,302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling