+204.0%
XHB vs UDR
+47.3%
+156.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | -5.2% | -3.4% | -1.9% | -3.4% |
| 30D | -12.1% | -5.4% | -6.7% | -9.4% |
| 3M | -6.2% | -10.0% | +3.8% | -0.9% |
| 6M | -6.7% | -2.5% | -4.2% | -5.9% |
| YTD | -5.5% | -1.1% | -4.3% | -5.6% |
| 1Y | -15.6% | -3.9% | -11.8% | -14.5% |
| 3Y | +22.0% | +3.4% | +18.5% | +17.5% |
| 5Y | +31.8% | -18.9% | +50.7% | +43.3% |
| All | +204.0% | +47.3% | +156.7% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling