+57.4%
HL vs UNP
+9,650.4%
-9,593.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +7.1% | -0.7% | +7.8% | +7.3% |
| 30D | +21.4% | -1.1% | +22.6% | +22.0% |
| 3M | +37.4% | +7.9% | +29.6% | +33.4% |
| 6M | +0.4% | +14.6% | -14.2% | -5.2% |
| YTD | +6.7% | +26.6% | -19.9% | -3.0% |
| 1Y | +102.4% | +35.6% | +66.8% | +79.2% |
| 3Y | +417.4% | +45.5% | +371.9% | +343.2% |
| 5Y | +243.3% | +50.0% | +193.3% | +190.2% |
| 10Y | +242.6% | +271.8% | -29.3% | +106.6% |
| All | +57.4% | +9,650.4% | -9,593.0% | -24.2% |
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