+9,321.7%
UNP vs HAL
+597.8%
+8,723.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -5.3% | +2.9% | -8.3% | -6.0% |
| 30D | -1.5% | +17.0% | -18.6% | -5.1% |
| 3M | +10.3% | -9.7% | +19.9% | +12.3% |
| 6M | +9.7% | +8.6% | +1.0% | +6.8% |
| YTD | +27.1% | +33.0% | -5.9% | +18.1% |
| 1Y | +32.6% | +68.3% | -35.7% | +16.2% |
| 3Y | +40.0% | +0.1% | +39.9% | +35.1% |
| 5Y | +50.8% | +102.6% | -51.8% | +19.4% |
| 10Y | +278.6% | +3.8% | +274.8% | +207.6% |
| All | +9,321.7% | +597.8% | +8,723.9% | +4,391.0% |
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