+489.7%
HPE vs UNP
+287.3%
+202.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.6% | -6.5% |
| 7D | +1.4% | -1.2% | +2.6% | +2.0% |
| 30D | +1.5% | -2.0% | +3.5% | +2.6% |
| 3M | +21.7% | +7.5% | +14.2% | +15.8% |
| 6M | +164.2% | +15.3% | +148.8% | +138.4% |
| YTD | +132.1% | +25.4% | +106.6% | +99.0% |
| 1Y | +130.6% | +35.6% | +95.0% | +88.3% |
| 3Y | +244.1% | +44.1% | +200.0% | +166.3% |
| 5Y | +340.8% | +54.0% | +286.9% | +220.2% |
| All | +489.7% | +287.3% | +202.4% | +190.9% |
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