-31.5%
BAH vs UDR
+4.7%
-36.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -4.3% | -2.1% | -2.3% | -3.7% |
| 30D | -4.5% | -5.6% | +1.2% | -2.9% |
| 3M | -7.6% | -5.8% | -1.8% | -6.0% |
| 6M | -10.6% | -1.1% | -9.5% | -10.4% |
| YTD | -12.6% | +1.6% | -14.2% | -13.1% |
| 1Y | -27.0% | -2.7% | -24.3% | -26.7% |
| 3Y | -31.5% | +6.3% | -37.8% | -31.1% |
| All | -31.5% | +4.7% | -36.2% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling