+7.4%
HD vs UNP
+51.4%
-44.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -1.2% | -0.7% | -0.4% | -0.8% |
| 30D | -11.1% | -1.1% | -10.0% | -10.7% |
| 3M | +2.0% | +7.9% | -5.8% | -1.9% |
| 6M | -10.5% | +14.6% | -25.1% | -16.8% |
| YTD | -6.9% | +26.6% | -33.4% | -17.8% |
| 1Y | -23.2% | +35.6% | -58.7% | -34.6% |
| 3Y | +3.1% | +45.5% | -42.4% | -16.3% |
| 5Y | +7.4% | +50.0% | -42.6% | -13.5% |
| All | +7.4% | +51.4% | -44.0% | -13.5% |
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