+54.0%
UNP vs HLT
+142.1%
-88.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | -1.6% | -0.2% | -1.3% |
| 30D | -2.7% | -5.0% | +2.3% | -1.0% |
| 3M | +6.5% | -10.4% | +16.9% | +10.3% |
| 6M | +14.4% | +3.2% | +11.1% | +12.5% |
| YTD | +24.8% | +6.7% | +18.1% | +21.2% |
| 1Y | +34.4% | +10.3% | +24.1% | +28.8% |
| 3Y | +43.6% | +99.3% | -55.8% | +11.6% |
| All | +54.0% | +142.1% | -88.1% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling