+282.5%
UNP vs HAL
+3.0%
+279.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -1.7% | -1.3% | -0.4% | -1.4% |
| 30D | -2.1% | +10.9% | -13.0% | -4.8% |
| 3M | +5.4% | -5.8% | +11.3% | +6.7% |
| 6M | +13.4% | +8.1% | +5.3% | +10.1% |
| YTD | +25.0% | +33.2% | -8.2% | +14.6% |
| 1Y | +34.6% | +74.2% | -39.6% | +14.2% |
| 3Y | +43.6% | -3.7% | +47.3% | +39.2% |
| 5Y | +51.7% | +111.9% | -60.2% | +11.6% |
| 10Y | +282.5% | +7.4% | +275.1% | +164.9% |
| All | +282.5% | +3.0% | +279.5% | +164.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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