+278.5%
UNP vs THC
+1,859.7%
-1,581.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | +7.3% | +9.0% | -1.7% | +5.8% |
| 3M | +3.6% | +12.9% | -9.3% | +1.5% |
| 6M | +15.8% | +52.8% | -37.0% | +7.5% |
| YTD | +32.6% | +47.4% | -14.8% | +23.1% |
| 1Y | +37.2% | +47.7% | -10.5% | +27.2% |
| 3Y | +52.6% | +444.7% | -392.0% | +11.1% |
| 5Y | +40.6% | +269.3% | -228.7% | +5.3% |
| All | +278.5% | +1,859.7% | -1,581.2% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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