+238.2%
HL vs UNP
+51.6%
+186.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.3% | -4.1% |
| 7D | -5.6% | -1.2% | -4.4% | -5.1% |
| 30D | +12.7% | -2.0% | +14.7% | +13.8% |
| 3M | +42.5% | +7.5% | +35.0% | +37.2% |
| 6M | -9.0% | +15.3% | -24.3% | -16.3% |
| YTD | +4.4% | +25.4% | -21.0% | -8.2% |
| 1Y | +82.7% | +35.6% | +47.1% | +53.7% |
| 3Y | +406.3% | +44.1% | +362.1% | +298.6% |
| 5Y | +238.2% | +54.0% | +184.2% | +155.5% |
| All | +238.2% | +51.6% | +186.6% | +155.5% |
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