+571.9%
HPE vs UNP
+317.7%
+254.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +36.9% |
| YTD | +103.4% | +32.7% | +70.7% | +68.2% |
| 1Y | +114.4% | +39.4% | +75.0% | +71.8% |
| 3Y | +224.7% | +54.3% | +170.4% | +140.8% |
| 5Y | +277.8% | +39.6% | +238.1% | +192.6% |
| 10Y | +371.1% | +288.9% | +82.2% | +101.6% |
| All | +571.9% | +317.7% | +254.3% | +186.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling