+126.5%
HSY vs UDR
+47.2%
+79.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | -3.5% | +3.6% | +1.3% |
| 30D | -5.2% | -5.3% | +0.1% | -3.4% |
| 3M | -3.4% | -9.5% | +6.1% | 0.0% |
| 6M | -19.2% | -0.7% | -18.5% | -19.1% |
| YTD | -2.6% | -1.2% | -1.5% | -2.5% |
| 1Y | -3.8% | -5.7% | +2.0% | -2.2% |
| 3Y | -10.6% | +3.7% | -14.4% | -13.1% |
| 5Y | +12.3% | -18.9% | +31.2% | +17.3% |
| All | +126.5% | +47.2% | +79.3% | +90.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling