+42.6%
UNP vs DHI
+9.6%
+33.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | -0.2% |
| 7D | +3.6% | +9.8% | -6.2% | +1.3% |
| 30D | +11.4% | +17.8% | -6.5% | +7.0% |
| 3M | +4.6% | +4.7% | -0.1% | +3.1% |
| 6M | +18.3% | +10.0% | +8.2% | +14.6% |
| YTD | +35.4% | +10.0% | +25.4% | +31.0% |
| 1Y | +42.6% | +9.1% | +33.5% | +37.2% |
| All | +42.6% | +9.6% | +33.0% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling