+46.9%
UNP vs THC
+244.5%
-197.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -5.3% | -0.7% | -4.7% | -5.3% |
| 30D | -1.5% | +1.3% | -2.8% | -1.7% |
| 3M | +10.3% | +64.2% | -54.0% | +3.7% |
| 6M | +9.7% | +8.3% | +1.4% | +8.1% |
| YTD | +27.1% | +33.4% | -6.3% | +22.2% |
| 1Y | +32.6% | +37.7% | -5.1% | +26.6% |
| All | +46.9% | +244.5% | -197.6% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling