+44.3%
UNP vs USHY
+27.0%
+17.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.2% |
| 7D | -1.2% | -0.7% | -0.4% | +0.1% |
| 30D | -2.0% | -0.5% | -1.4% | -1.0% |
| 3M | +7.5% | +0.5% | +7.0% | +6.5% |
| 6M | +15.3% | +1.5% | +13.8% | +12.3% |
| YTD | +25.4% | +1.7% | +23.7% | +21.6% |
| 1Y | +35.6% | +3.5% | +32.1% | +27.3% |
| All | +44.3% | +27.0% | +17.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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