+162.6%
UNP vs HUT
+455.5%
-292.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.6% |
| 7D | -0.7% | +28.3% | -29.0% | -1.7% |
| 30D | -1.1% | +12.3% | -13.4% | -1.7% |
| 3M | +7.9% | -16.8% | +24.7% | +8.1% |
| 6M | +14.6% | +111.4% | -96.7% | +9.9% |
| YTD | +26.6% | +116.6% | -90.0% | +20.7% |
| 1Y | +35.6% | +290.5% | -254.9% | +24.8% |
| 3Y | +45.5% | +792.3% | -746.8% | +23.8% |
| 5Y | +50.0% | +94.1% | -44.1% | +29.6% |
| All | +162.6% | +455.5% | -292.9% | +83.8% |
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