+50.0%
UNP vs HAL
+101.7%
-51.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.5% |
| 6M | +14.6% | +9.0% | +5.6% | +11.8% |
| YTD | +26.6% | +32.0% | -5.4% | +18.5% |
| 1Y | +35.6% | +72.5% | -36.9% | +19.4% |
| 3Y | +45.5% | -4.5% | +50.0% | +41.2% |
| 5Y | +50.0% | +109.7% | -59.7% | +15.1% |
| All | +50.0% | +101.7% | -51.7% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling