+203.8%
DHR vs UNP
+285.4%
-81.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.6% | -1.8% | -1.8% | -2.9% |
| 30D | -2.7% | -2.7% | 0.0% | -1.6% |
| 3M | +10.9% | +6.5% | +4.4% | +8.1% |
| 6M | +3.0% | +14.4% | -11.3% | -3.0% |
| YTD | -12.2% | +24.8% | -37.0% | -20.5% |
| 1Y | +3.3% | +34.4% | -31.1% | -9.5% |
| 3Y | -8.2% | +43.6% | -51.8% | -22.3% |
| 5Y | -29.9% | +53.2% | -83.1% | -42.7% |
| All | +203.8% | +285.4% | -81.7% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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