+201.5%
UNP vs USHY
+50.7%
+150.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.7% | 0.0% | -0.8% | -0.8% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | +7.9% | +1.2% | +6.7% | +5.9% |
| 6M | +14.6% | +2.6% | +12.0% | +9.9% |
| YTD | +26.6% | +2.4% | +24.1% | +21.8% |
| 1Y | +35.6% | +4.2% | +31.3% | +26.9% |
| 3Y | +45.5% | +28.0% | +17.5% | -0.9% |
| 5Y | +50.0% | +21.8% | +28.2% | +12.6% |
| All | +201.5% | +50.7% | +150.8% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling