+9,796.0%
UNP vs BHP
+7,031.5%
+2,764.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.3% |
| 7D | +2.1% | +2.5% | -0.4% | +1.3% |
| 30D | +7.7% | -5.2% | +13.0% | +9.4% |
| 3M | +4.0% | -8.7% | +12.8% | +6.7% |
| 6M | +15.7% | -6.9% | +22.5% | +16.8% |
| YTD | +33.5% | +39.0% | -5.5% | +17.5% |
| 1Y | +38.9% | +48.9% | -10.0% | +19.4% |
| 3Y | +53.7% | +55.4% | -1.7% | +27.6% |
| 5Y | +40.4% | +119.2% | -78.8% | +1.0% |
| 10Y | +291.1% | +340.5% | -49.4% | +117.2% |
| All | +9,796.0% | +7,031.5% | +2,764.5% | +3,007.2% |
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