+48.6%
HAS vs UDR
-18.0%
+66.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.1% |
| 7D | -0.2% | +3.0% | -3.1% | -1.7% |
| 30D | +31.0% | +10.3% | +20.8% | +24.7% |
| 3M | +30.7% | -2.9% | +33.6% | +32.6% |
| 6M | +23.9% | +0.3% | +23.6% | +22.8% |
| YTD | +48.3% | +3.8% | +44.5% | +44.3% |
| 1Y | +60.2% | +12.7% | +47.5% | +49.1% |
| 3Y | +189.2% | +27.6% | +161.6% | +149.7% |
| All | +48.6% | -18.0% | +66.6% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling