+112.8%
HL vs UNP
+39.6%
+73.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -11.1% | +4.2% | -15.4% | -12.8% |
| 30D | -12.1% | +5.6% | -17.7% | -14.3% |
| 3M | -26.1% | +2.0% | -28.1% | -26.9% |
| 6M | -37.7% | +15.4% | -53.1% | -42.4% |
| YTD | -31.7% | +32.7% | -64.4% | -41.5% |
| 1Y | -11.6% | +39.4% | -51.1% | -26.5% |
| 3Y | +249.6% | +54.3% | +195.3% | +165.9% |
| All | +112.8% | +39.6% | +73.2% | +62.6% |
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