+15.3%
HAS vs UDR
-17.4%
+32.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -2.0% | +0.2% | -0.8% |
| 30D | +2.3% | -5.2% | +7.5% | +5.0% |
| 3M | +10.4% | -5.8% | +16.1% | +13.3% |
| 6M | -3.2% | -1.7% | -1.5% | -3.1% |
| YTD | +15.4% | +2.4% | +13.0% | +13.1% |
| 1Y | +18.8% | -2.1% | +20.9% | +19.0% |
| 3Y | +43.9% | +4.2% | +39.7% | +37.9% |
| All | +15.3% | -17.4% | +32.7% | +24.1% |
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 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