+278.9%
UNP vs BHP
+333.8%
-54.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | +4.2% | -0.5% | +4.7% | +4.4% |
| 30D | +5.6% | -4.5% | +10.1% | +7.1% |
| 3M | +2.0% | -6.9% | +8.9% | +4.1% |
| 6M | +15.4% | -10.6% | +26.0% | +18.3% |
| YTD | +32.7% | +37.2% | -4.5% | +14.7% |
| 1Y | +39.4% | +48.0% | -8.6% | +16.9% |
| 3Y | +54.3% | +52.6% | +1.7% | +24.3% |
| 5Y | +39.6% | +116.5% | -76.8% | -8.5% |
| All | +278.9% | +333.8% | -54.9% | +77.9% |
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