+759.5%
UNP vs HCA
+1,635.7%
-876.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.7% | -2.8% | +2.0% | 0.0% |
| 30D | -1.1% | -2.7% | +1.6% | -0.4% |
| 3M | +7.9% | +11.5% | -3.6% | +4.1% |
| 6M | +14.6% | -24.3% | +38.9% | +23.1% |
| YTD | +26.6% | -13.6% | +40.2% | +30.6% |
| 1Y | +35.6% | -3.2% | +38.8% | +35.0% |
| 3Y | +45.5% | +50.4% | -4.9% | +25.3% |
| 5Y | +50.0% | +64.8% | -14.8% | +22.7% |
| 10Y | +271.8% | +456.5% | -184.7% | +111.8% |
| All | +759.5% | +1,635.7% | -876.2% | +260.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling