+2.8%
BAH vs UDR
+9.8%
-7.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | -1.8% | +0.2% | -0.9% |
| 30D | +18.0% | +7.9% | +10.1% | +14.7% |
| 3M | +11.4% | -0.8% | +12.2% | +11.2% |
| 6M | +17.7% | 0.0% | +17.7% | +17.4% |
| YTD | +5.4% | +3.7% | +1.6% | +4.3% |
| 1Y | +2.8% | +8.5% | -5.8% | +0.7% |
| All | +2.8% | +9.8% | -7.0% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling