+43.6%
UNP vs HLT
+99.0%
-55.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -1.6% | -0.2% | -1.2% |
| 30D | -2.7% | -5.0% | +2.3% | -0.9% |
| 3M | +6.5% | -10.4% | +16.9% | +10.7% |
| 6M | +14.4% | +3.2% | +11.1% | +12.1% |
| YTD | +24.8% | +6.7% | +18.1% | +20.7% |
| 1Y | +34.4% | +10.3% | +24.1% | +28.1% |
| 3Y | +43.6% | +99.3% | -55.8% | +9.8% |
| All | +43.6% | +99.0% | -55.4% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling