+4,886.5%
UNP vs HIG
+995.0%
+3,891.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +4.2% | +2.6% | +1.6% | +3.7% |
| 30D | +5.6% | +4.2% | +1.4% | +4.7% |
| 3M | +2.0% | +0.2% | +1.8% | +1.9% |
| 6M | +15.4% | +4.6% | +10.8% | +14.2% |
| YTD | +32.7% | +1.1% | +31.6% | +32.2% |
| 1Y | +39.4% | +4.7% | +34.7% | +37.9% |
| 3Y | +54.3% | +95.5% | -41.2% | +34.3% |
| 5Y | +39.6% | +111.7% | -72.0% | +19.2% |
| 10Y | +288.9% | +263.4% | +25.4% | +193.4% |
| All | +4,886.5% | +995.0% | +3,891.5% | +1,995.8% |
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