+284.7%
UNP vs HST
+138.5%
+146.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -4.6% | -2.7% | -1.9% | -3.6% |
| 30D | +5.6% | +10.7% | -5.1% | +1.9% |
| 3M | -1.3% | +6.3% | -7.6% | -3.5% |
| 6M | +9.2% | +19.0% | -9.7% | +2.2% |
| YTD | +27.3% | +47.0% | -19.7% | +10.5% |
| 1Y | +35.9% | +53.4% | -17.5% | +16.1% |
| 3Y | +45.5% | +78.0% | -32.5% | +16.1% |
| 5Y | +36.0% | +71.7% | -35.7% | +6.5% |
| All | +284.7% | +138.5% | +146.2% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling