+279.5%
UNP vs BHP
+498.2%
-218.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +2.2% |
| 7D | -1.2% | -3.7% | +2.6% | +0.1% |
| 30D | -2.0% | -0.8% | -1.1% | -1.8% |
| 3M | +7.5% | +7.6% | -0.1% | +3.9% |
| 6M | +15.3% | +20.8% | -5.5% | +5.8% |
| YTD | +25.4% | +50.8% | -25.3% | +5.2% |
| 1Y | +35.6% | +70.9% | -35.3% | +8.0% |
| 3Y | +44.1% | +78.0% | -33.9% | +9.8% |
| 5Y | +54.0% | +113.1% | -59.1% | +3.0% |
| All | +279.5% | +498.2% | -218.7% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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