+247.2%
HD vs UNP
+293.6%
-46.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | +5.2% | -0.9% | +6.1% | +5.7% |
| 30D | +20.7% | +8.0% | +12.7% | +16.1% |
| 3M | +0.8% | +3.3% | -2.5% | -0.9% |
| 6M | +12.2% | +14.7% | -2.5% | +3.8% |
| YTD | +4.2% | +31.9% | -27.7% | -10.8% |
| 1Y | -2.6% | +37.1% | -39.7% | -18.3% |
| 3Y | +30.0% | +51.9% | -21.8% | +1.8% |
| 5Y | +8.1% | +39.3% | -31.2% | -12.9% |
| 10Y | +247.2% | +284.1% | -36.9% | +75.7% |
| All | +247.2% | +293.6% | -46.5% | +75.7% |
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