+6,341.4%
UNP vs DHI
+12,289.5%
-5,948.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.9% |
| 7D | -1.2% | -6.1% | +5.0% | +0.1% |
| 30D | -2.0% | -10.1% | +8.1% | +0.1% |
| 3M | +7.5% | -7.3% | +14.8% | +8.8% |
| 6M | +15.3% | -6.1% | +21.5% | +16.2% |
| YTD | +25.4% | -5.0% | +30.5% | +25.9% |
| 1Y | +35.6% | -22.1% | +57.7% | +41.2% |
| 3Y | +44.1% | +19.2% | +24.9% | +35.2% |
| 5Y | +54.0% | +59.4% | -5.4% | +33.5% |
| 10Y | +283.9% | +401.8% | -117.9% | +158.4% |
| All | +6,341.4% | +12,289.5% | -5,948.1% | +2,697.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling