+189.2%
HAS vs UDR
+25.4%
+163.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.1% |
| 7D | -0.2% | +3.0% | -3.1% | -1.6% |
| 30D | +31.0% | +10.3% | +20.8% | +24.7% |
| 3M | +30.7% | -2.9% | +33.6% | +32.4% |
| 6M | +23.9% | +0.3% | +23.6% | +22.6% |
| YTD | +48.3% | +3.8% | +44.5% | +44.0% |
| 1Y | +60.2% | +12.7% | +47.5% | +48.7% |
| 3Y | +189.2% | +27.6% | +161.6% | +147.4% |
| All | +189.2% | +25.4% | +163.8% | +147.4% |
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 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