+133.6%
HOOD vs UNP
+56.8%
+76.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.1% |
| 7D | +3.8% | +2.1% | +1.7% | +2.7% |
| 30D | -26.4% | +7.7% | -34.1% | -29.0% |
| 3M | -14.3% | +4.0% | -18.3% | -15.9% |
| 6M | +3.9% | +15.7% | -11.7% | -4.7% |
| YTD | -28.1% | +33.5% | -61.6% | -40.0% |
| 1Y | -38.8% | +38.9% | -77.8% | -50.3% |
| 3Y | +888.5% | +53.7% | +834.8% | +664.5% |
| 5Y | +131.0% | +40.4% | +90.6% | +78.6% |
| All | +133.6% | +56.8% | +76.8% | +74.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling