+9,321.7%
UNP vs BHP
+7,909.4%
+1,412.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -5.3% | -2.9% | -2.5% | -4.4% |
| 30D | -1.5% | +3.4% | -4.9% | -2.7% |
| 3M | +10.3% | +4.1% | +6.2% | +8.0% |
| 6M | +9.7% | +20.6% | -10.9% | +1.9% |
| YTD | +27.1% | +56.1% | -29.0% | +8.1% |
| 1Y | +32.6% | +69.6% | -37.0% | +9.4% |
| 3Y | +40.0% | +78.8% | -38.8% | +11.3% |
| 5Y | +50.8% | +113.1% | -62.2% | +9.7% |
| 10Y | +278.6% | +505.9% | -227.3% | +90.7% |
| All | +9,321.7% | +7,909.4% | +1,412.3% | +2,760.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling