+12.6%
HAS vs UDR
-18.0%
+30.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -3.1% | -2.1% | -1.0% | -2.1% |
| 30D | -2.7% | -5.6% | +2.9% | +0.2% |
| 3M | +8.9% | -5.8% | +14.7% | +11.8% |
| 6M | -2.9% | -1.1% | -1.8% | -3.1% |
| YTD | +12.6% | +1.6% | +11.0% | +10.8% |
| 1Y | +17.5% | -2.7% | +20.1% | +18.0% |
| 3Y | +46.2% | +6.3% | +39.9% | +38.7% |
| 5Y | +12.6% | -19.3% | +31.9% | +21.6% |
| All | +12.6% | -18.0% | +30.6% | +21.6% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling