+43.6%
UNP vs HCA
+59.6%
-16.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.7% |
| 7D | -1.8% | +5.4% | -7.2% | -2.8% |
| 30D | -2.7% | +3.0% | -5.7% | -3.3% |
| 3M | +6.5% | +13.0% | -6.5% | +3.7% |
| 6M | +14.4% | -20.3% | +34.6% | +18.9% |
| YTD | +24.8% | -8.2% | +33.0% | +26.1% |
| 1Y | +34.4% | +6.7% | +27.7% | +31.3% |
| 3Y | +43.6% | +60.4% | -16.8% | +22.2% |
| All | +43.6% | +59.6% | -16.0% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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