+4,408.5%
HAS vs UDR
+2,926.3%
+1,482.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | +3.3% | +2.0% | +1.2% | +2.6% |
| 30D | +30.5% | +7.9% | +22.6% | +27.6% |
| 3M | +29.9% | -1.5% | +31.4% | +30.5% |
| 6M | +26.5% | +0.9% | +25.6% | +25.9% |
| YTD | +51.9% | +4.0% | +47.9% | +49.8% |
| 1Y | +60.9% | +10.4% | +50.5% | +55.7% |
| 3Y | +215.0% | +26.9% | +188.1% | +191.9% |
| 5Y | +51.5% | -19.4% | +70.9% | +59.4% |
| 10Y | +102.2% | +57.0% | +45.2% | +73.2% |
| All | +4,408.5% | +2,926.3% | +1,482.2% | +1,665.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling