+50.4%
USHY vs UDR
+27.3%
+23.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.1% |
| 7D | -0.1% | -3.3% | +3.1% | +0.4% |
| 30D | 0.0% | -5.6% | +5.6% | +0.9% |
| 3M | +0.8% | -9.4% | +10.3% | +2.5% |
| 6M | +1.9% | -3.0% | +4.9% | +2.2% |
| YTD | +2.3% | -0.4% | +2.6% | +2.0% |
| 1Y | +4.1% | -5.1% | +9.3% | +4.7% |
| 3Y | +27.8% | +4.2% | +23.6% | +25.1% |
| 5Y | +21.5% | -19.5% | +41.0% | +23.6% |
| All | +50.4% | +27.3% | +23.1% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling