+191.5%
BAH vs UDR
+44.7%
+146.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.8% |
| 7D | -1.3% | -3.3% | +1.9% | -0.3% |
| 30D | -6.6% | -5.6% | -1.0% | -4.9% |
| 3M | -7.2% | -9.4% | +2.3% | -4.3% |
| 6M | -10.0% | -3.0% | -7.0% | -9.4% |
| YTD | -12.5% | -0.4% | -12.1% | -12.6% |
| 1Y | -27.9% | -5.1% | -22.8% | -27.0% |
| 3Y | -31.4% | +4.2% | -35.6% | -33.4% |
| 5Y | -3.2% | -19.5% | +16.3% | +0.7% |
| 10Y | +191.5% | +47.9% | +143.6% | +143.4% |
| All | +191.5% | +44.7% | +146.8% | +143.4% |
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