+151.8%
HYG vs UNP
+1,494.1%
-1,342.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -0.7% | -1.2% | +0.4% | -0.5% |
| 30D | -0.6% | -2.0% | +1.4% | -0.2% |
| 3M | +0.4% | +7.5% | -7.1% | -1.0% |
| 6M | +1.2% | +15.3% | -14.1% | -1.7% |
| YTD | +1.5% | +25.4% | -23.9% | -3.1% |
| 1Y | +3.2% | +35.6% | -32.4% | -3.0% |
| 3Y | +25.9% | +44.1% | -18.3% | +16.0% |
| 5Y | +18.6% | +54.0% | -35.4% | +6.8% |
| 10Y | +55.8% | +283.9% | -228.1% | +13.9% |
| All | +151.8% | +1,494.1% | -1,342.3% | +32.5% |
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 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