+52.2%
UNP vs THC
+250.3%
-198.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.8% |
| 3M | +10.3% | +64.2% | -54.0% | +2.3% |
| 6M | +9.7% | +8.3% | +1.4% | +7.8% |
| YTD | +27.1% | +33.4% | -6.3% | +21.0% |
| 1Y | +32.6% | +37.7% | -5.1% | +25.2% |
| 3Y | +40.0% | +236.8% | -196.8% | +12.4% |
| All | +52.2% | +250.3% | -198.1% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling