+274.7%
UNP vs HST
+97.2%
+177.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.3% | -1.0% | -4.3% | -5.0% |
| 30D | -1.5% | -12.3% | +10.7% | +2.9% |
| 3M | +10.3% | -6.4% | +16.6% | +12.4% |
| 6M | +9.7% | +15.0% | -5.3% | +3.8% |
| YTD | +27.1% | +30.5% | -3.4% | +15.1% |
| 1Y | +32.6% | +35.7% | -3.1% | +18.1% |
| 3Y | +40.0% | +68.4% | -28.4% | +13.8% |
| 5Y | +50.8% | +73.1% | -22.3% | +17.5% |
| All | +274.7% | +97.2% | +177.5% | +168.3% |
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