+9,339.3%
UNP vs THC
+550.9%
+8,788.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.5% |
| 7D | -4.6% | +3.7% | -8.2% | -5.0% |
| 30D | +5.6% | +9.0% | -3.4% | +4.4% |
| 3M | -1.3% | +10.4% | -11.7% | -2.7% |
| 6M | +9.2% | +45.7% | -36.4% | +3.3% |
| YTD | +27.3% | +42.6% | -15.2% | +20.2% |
| 1Y | +35.9% | +38.8% | -2.8% | +28.6% |
| 3Y | +45.5% | +418.8% | -373.4% | +13.1% |
| 5Y | +36.0% | +275.7% | -239.7% | +7.3% |
| 10Y | +307.2% | +1,496.2% | -1,189.0% | +138.9% |
| All | +9,339.3% | +550.9% | +8,788.4% | +4,573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling