+4,675.1%
UNP vs HIG
+1,002.1%
+3,673.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.4% |
| 7D | -5.3% | +0.3% | -5.7% | -5.4% |
| 30D | -1.5% | -3.2% | +1.7% | -0.9% |
| 3M | +10.3% | +9.1% | +1.1% | +8.2% |
| 6M | +9.7% | -1.8% | +11.4% | +9.9% |
| YTD | +27.1% | +1.8% | +25.3% | +26.5% |
| 1Y | +32.6% | +4.6% | +28.0% | +31.1% |
| 3Y | +40.0% | +101.6% | -61.7% | +21.0% |
| 5Y | +50.8% | +124.5% | -73.7% | +27.3% |
| 10Y | +278.6% | +317.8% | -39.2% | +178.8% |
| All | +4,675.1% | +1,002.1% | +3,673.0% | +1,904.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling