+370.3%
HPE vs UNP
+286.3%
+84.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | +7.9% | +4.2% | +3.6% | +5.4% |
| 30D | -23.5% | +5.6% | -29.1% | -25.9% |
| 3M | -19.1% | +2.0% | -21.1% | -20.4% |
| 6M | +51.4% | +15.4% | +36.0% | +36.8% |
| YTD | +103.4% | +32.7% | +70.7% | +67.9% |
| 1Y | +114.4% | +39.4% | +75.0% | +71.4% |
| 3Y | +224.7% | +54.3% | +170.4% | +139.9% |
| 5Y | +277.8% | +39.6% | +238.1% | +191.6% |
| All | +370.3% | +286.3% | +84.0% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling