+4,325.0%
HSY vs UDR
+2,878.3%
+1,446.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -3.3% | -2.0% | -1.3% | -2.9% |
| 30D | -2.8% | -5.2% | +2.4% | -1.8% |
| 3M | -4.5% | -5.8% | +1.3% | -3.3% |
| 6M | -24.2% | -1.7% | -22.5% | -24.0% |
| YTD | -2.7% | +2.4% | -5.1% | -3.3% |
| 1Y | -3.7% | -2.1% | -1.6% | -3.5% |
| 3Y | -11.5% | +4.2% | -15.7% | -12.9% |
| 5Y | +10.3% | -20.0% | +30.3% | +13.5% |
| 10Y | +122.1% | +44.6% | +77.5% | +101.6% |
| All | +4,325.0% | +2,878.3% | +1,446.8% | +2,338.9% |
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