+3,324.5%
HAS vs UDR
+2,878.3%
+446.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -2.0% | +0.2% | -1.2% |
| 30D | +2.3% | -5.2% | +7.5% | +3.9% |
| 3M | +10.4% | -5.8% | +16.1% | +12.2% |
| 6M | -3.2% | -1.7% | -1.5% | -3.0% |
| YTD | +15.4% | +2.4% | +13.0% | +14.2% |
| 1Y | +18.8% | -2.1% | +20.9% | +19.1% |
| 3Y | +43.9% | +4.2% | +39.7% | +41.3% |
| 5Y | +13.9% | -20.0% | +33.9% | +20.0% |
| 10Y | +56.4% | +44.6% | +11.8% | +36.8% |
| All | +3,324.5% | +2,878.3% | +446.3% | +1,247.1% |
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 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