+9,339.3%
UNP vs HST
+1,511.7%
+7,827.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -4.6% | -2.7% | -1.9% | -3.9% |
| 30D | +5.6% | +10.7% | -5.1% | +2.8% |
| 3M | -1.3% | +6.3% | -7.6% | -3.0% |
| 6M | +9.2% | +19.0% | -9.7% | +3.9% |
| YTD | +27.3% | +47.0% | -19.7% | +14.4% |
| 1Y | +35.9% | +53.4% | -17.5% | +20.7% |
| 3Y | +45.5% | +78.0% | -32.5% | +23.0% |
| 5Y | +36.0% | +71.7% | -35.7% | +13.6% |
| 10Y | +307.2% | +146.2% | +161.0% | +195.8% |
| All | +9,339.3% | +1,511.7% | +7,827.5% | +4,093.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling