+32.6%
UNP vs HLT
+13.1%
+19.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -5.3% | -3.3% | -2.0% | -4.5% |
| 30D | -1.5% | -4.1% | +2.5% | -0.5% |
| 3M | +10.3% | -7.9% | +18.2% | +12.8% |
| 6M | +9.7% | +2.2% | +7.5% | +8.2% |
| YTD | +27.1% | +8.5% | +18.6% | +23.6% |
| 1Y | +32.6% | +12.1% | +20.4% | +27.2% |
| All | +32.6% | +13.1% | +19.5% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling