+20.6%
USHY vs UDR
-20.1%
+40.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.7% | -3.4% | +2.6% | -0.2% |
| 30D | -0.5% | -5.4% | +4.9% | +0.3% |
| 3M | +0.5% | -10.0% | +10.5% | +2.1% |
| 6M | +1.5% | -2.5% | +4.0% | +1.7% |
| YTD | +1.7% | -1.1% | +2.9% | +1.6% |
| 1Y | +3.5% | -3.9% | +7.4% | +3.8% |
| 3Y | +27.2% | +3.4% | +23.7% | +24.5% |
| All | +20.6% | -20.1% | +40.8% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling