-27.9%
DHR vs UNP
+48.4%
-76.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | -2.4% | -1.7% | -0.7% | -1.7% |
| 30D | -2.2% | -2.1% | 0.0% | -1.2% |
| 3M | +9.0% | +5.4% | +3.5% | +6.4% |
| 6M | +3.5% | +13.4% | -9.9% | -2.9% |
| YTD | -10.1% | +25.0% | -35.1% | -19.7% |
| 1Y | +6.2% | +34.6% | -28.4% | -8.8% |
| 3Y | -5.4% | +43.6% | -49.0% | -22.4% |
| 5Y | -27.9% | +51.7% | -79.6% | -41.3% |
| All | -27.9% | +48.4% | -76.3% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling