+54.3%
UNP vs HST
+87.2%
-32.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +4.2% | +3.6% | +0.7% | +2.9% |
| 30D | +5.6% | +11.2% | -5.6% | +1.5% |
| 3M | +2.0% | +13.1% | -11.1% | -2.6% |
| 6M | +15.4% | +23.9% | -8.5% | +5.6% |
| YTD | +32.7% | +52.3% | -19.6% | +11.7% |
| 1Y | +39.4% | +56.7% | -17.2% | +16.0% |
| 3Y | +54.3% | +87.5% | -33.2% | +12.5% |
| All | +54.3% | +87.2% | -32.9% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling