+18.3%
HYG vs UNP
+52.3%
-34.0%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | -0.7% | -2.7% | +2.0% | -0.4% |
| 3M | -0.2% | +6.5% | -6.7% | -1.2% |
| 6M | +1.4% | +14.4% | -12.9% | -0.7% |
| YTD | +1.5% | +24.8% | -23.4% | -2.1% |
| 1Y | +2.9% | +34.4% | -31.5% | -1.9% |
| 3Y | +25.6% | +43.6% | -17.9% | +17.2% |
| All | +18.3% | +52.3% | -34.0% | +9.6% |
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