+9,321.7%
UNP vs HST
+1,330.6%
+7,991.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -5.3% | -1.0% | -4.3% | -5.1% |
| 30D | -1.5% | -12.3% | +10.7% | +1.8% |
| 3M | +10.3% | -6.4% | +16.6% | +11.9% |
| 6M | +9.7% | +15.0% | -5.3% | +5.3% |
| YTD | +27.1% | +30.5% | -3.4% | +18.0% |
| 1Y | +32.6% | +35.7% | -3.1% | +21.6% |
| 3Y | +40.0% | +68.4% | -28.4% | +20.1% |
| 5Y | +50.8% | +73.1% | -22.3% | +25.8% |
| 10Y | +278.6% | +92.7% | +185.9% | +192.9% |
| All | +9,321.7% | +1,330.6% | +7,991.1% | +4,224.4% |
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