+0.8%
HL vs UNP
+10,123.3%
-10,122.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -11.1% | +4.2% | -15.4% | -12.5% |
| 30D | -12.1% | +5.6% | -17.7% | -13.9% |
| 3M | -26.1% | +2.0% | -28.1% | -26.7% |
| 6M | -37.7% | +15.4% | -53.1% | -41.4% |
| YTD | -31.7% | +32.7% | -64.4% | -39.0% |
| 1Y | -11.6% | +39.4% | -51.1% | -22.6% |
| 3Y | +249.6% | +54.3% | +195.3% | +192.8% |
| 5Y | +108.5% | +39.6% | +68.9% | +80.4% |
| 10Y | +127.0% | +288.9% | -161.9% | +34.6% |
| All | +0.8% | +10,123.3% | -10,122.5% | -52.3% |
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