+170.4%
UNP vs HUT
+218.4%
-48.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.3% | -5.9% | +2.1% |
| 7D | -3.3% | +3.7% | -6.9% | -3.6% |
| 30D | +6.7% | -32.3% | +39.0% | +7.9% |
| 3M | +1.8% | -35.6% | +37.4% | +2.8% |
| 6M | +13.3% | -42.1% | +55.4% | +14.3% |
| YTD | +30.3% | +24.1% | +6.2% | +26.2% |
| 1Y | +36.9% | +27.9% | +9.1% | +31.9% |
| 3Y | +50.9% | +409.1% | -358.2% | +30.8% |
| 5Y | +37.9% | -25.9% | +63.9% | +23.5% |
| All | +170.4% | +218.4% | -48.0% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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