+279.5%
UNP vs HIG
+315.0%
-35.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -1.2% | -2.3% | +1.1% | -0.2% |
| 30D | -2.0% | -1.2% | -0.8% | -1.5% |
| 3M | +7.5% | +6.3% | +1.2% | +4.5% |
| 6M | +15.3% | +0.6% | +14.8% | +14.6% |
| YTD | +25.4% | +0.6% | +24.8% | +24.6% |
| 1Y | +35.6% | +6.1% | +29.5% | +31.4% |
| 3Y | +44.1% | +102.0% | -57.8% | +4.6% |
| 5Y | +54.0% | +119.2% | -65.2% | +6.5% |
| All | +279.5% | +315.0% | -35.5% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling