+33,321.4%
HD vs UNP
+9,708.2%
+23,613.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -0.7% |
| 7D | +4.3% | -4.6% | +8.9% | +6.6% |
| 30D | +20.2% | +5.6% | +14.6% | +17.4% |
| 3M | -1.0% | -1.3% | +0.3% | -0.4% |
| 6M | +7.9% | +9.2% | -1.3% | +3.3% |
| YTD | +2.0% | +27.3% | -25.4% | -9.1% |
| 1Y | -4.3% | +35.9% | -40.2% | -17.2% |
| 3Y | +25.9% | +45.5% | -19.5% | +4.8% |
| 5Y | +5.8% | +36.0% | -30.2% | -10.3% |
| 10Y | +262.5% | +307.2% | -44.7% | +86.0% |
| All | +33,321.4% | +9,708.2% | +23,613.1% | +3,691.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling