+94.1%
HAS vs UDR
+53.3%
+40.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.5% |
| 7D | +1.6% | -2.4% | +4.0% | +2.7% |
| 30D | +26.6% | +6.7% | +19.9% | +23.1% |
| 3M | +29.0% | -1.8% | +30.7% | +30.1% |
| 6M | +30.6% | -1.8% | +32.4% | +31.0% |
| YTD | +51.5% | +2.5% | +49.0% | +49.0% |
| 1Y | +58.5% | +7.9% | +50.6% | +52.3% |
| 3Y | +214.1% | +25.1% | +189.0% | +181.4% |
| 5Y | +50.2% | -21.2% | +71.4% | +61.6% |
| All | +94.1% | +53.3% | +40.7% | +79.0% |
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