+53.4%
UNP vs HAL
-11.1%
+64.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.9% | -6.5% | +5.6% | +0.3% |
| 30D | +8.0% | -2.1% | +10.1% | +8.3% |
| 3M | +3.3% | -4.9% | +8.2% | +4.0% |
| 6M | +14.7% | -19.3% | +34.0% | +18.9% |
| YTD | +31.9% | +14.3% | +17.6% | +25.7% |
| 1Y | +37.1% | +17.3% | +19.8% | +29.7% |
| All | +53.4% | -11.1% | +64.5% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling