+271.8%
UNP vs THC
+952.2%
-680.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | -0.7% | -2.6% | +1.8% | -0.4% |
| 30D | -1.1% | -1.2% | 0.0% | -1.0% |
| 3M | +7.9% | +58.9% | -51.1% | -0.1% |
| 6M | +14.6% | +9.3% | +5.3% | +12.3% |
| YTD | +26.6% | +30.4% | -3.8% | +20.3% |
| 1Y | +35.6% | +34.6% | +1.0% | +27.8% |
| 3Y | +45.5% | +246.7% | -201.2% | +15.3% |
| 5Y | +50.0% | +244.5% | -194.5% | +15.0% |
| 10Y | +271.8% | +950.1% | -678.3% | +124.7% |
| All | +271.8% | +952.2% | -680.4% | +124.7% |
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