+9,796.0%
UNP vs HAL
+516.7%
+9,279.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.1% | +2.6% | -0.5% | +1.5% |
| 30D | +7.7% | -0.1% | +7.8% | +7.6% |
| 3M | +4.0% | -1.1% | +5.2% | +3.9% |
| 6M | +15.7% | -20.7% | +36.4% | +20.9% |
| YTD | +33.5% | +17.5% | +16.0% | +27.2% |
| 1Y | +38.9% | +24.1% | +14.8% | +30.7% |
| 3Y | +53.7% | -8.4% | +62.1% | +51.2% |
| 5Y | +40.4% | +53.2% | -12.8% | +18.4% |
| 10Y | +291.1% | -17.2% | +308.3% | +233.0% |
| All | +9,796.0% | +516.7% | +9,279.4% | +4,736.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling