+4,353.6%
HSY vs UDR
+2,908.2%
+1,445.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -2.1% | -0.4% | -1.8% | -2.1% |
| 30D | +6.1% | +7.8% | -1.7% | +4.5% |
| 3M | -5.6% | -2.8% | -2.9% | -5.1% |
| 6M | -9.5% | -1.4% | -8.1% | -9.3% |
| YTD | -2.1% | +3.4% | -5.5% | -2.9% |
| 1Y | +0.8% | +9.9% | -9.1% | -1.3% |
| 3Y | -2.1% | +28.5% | -30.6% | -7.5% |
| 5Y | +11.2% | -20.5% | +31.7% | +14.6% |
| 10Y | +128.3% | +54.2% | +74.0% | +104.9% |
| All | +4,353.6% | +2,908.2% | +1,445.5% | +2,349.7% |
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