+45.5%
UNP vs HAL
-4.2%
+49.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | -1.1% | +15.9% | -17.1% | -4.1% |
| 3M | +7.9% | -8.7% | +16.6% | +9.7% |
| 6M | +14.6% | +9.0% | +5.6% | +11.6% |
| YTD | +26.6% | +32.0% | -5.4% | +17.7% |
| 1Y | +35.6% | +72.5% | -36.9% | +17.6% |
| 3Y | +45.5% | -4.5% | +50.0% | +39.3% |
| All | +45.5% | -4.2% | +49.6% | +39.3% |
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