+213.4%
HAS vs UDR
+27.3%
+186.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.2% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | +26.3% | +7.8% | +18.5% | +21.5% |
| 3M | +25.6% | -2.8% | +28.4% | +27.3% |
| 6M | +30.3% | -1.4% | +31.7% | +30.1% |
| YTD | +50.4% | +3.4% | +47.0% | +46.2% |
| 1Y | +57.7% | +9.9% | +47.9% | +48.2% |
| 3Y | +213.4% | +28.5% | +184.9% | +159.1% |
| All | +213.4% | +27.3% | +186.1% | +159.1% |
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