+362.8%
HPE vs UNP
+48.4%
+314.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.7% |
| 7D | +13.6% | -1.7% | +15.4% | +14.5% |
| 30D | +7.7% | -2.1% | +9.8% | +8.7% |
| 3M | +22.4% | +5.4% | +16.9% | +18.5% |
| 6M | +172.6% | +13.4% | +159.2% | +151.7% |
| YTD | +147.5% | +25.0% | +122.6% | +116.6% |
| 1Y | +151.8% | +34.6% | +117.2% | +111.1% |
| 3Y | +267.1% | +43.6% | +223.4% | +192.8% |
| 5Y | +362.8% | +51.7% | +311.0% | +254.1% |
| All | +362.8% | +48.4% | +314.3% | +254.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling