+34.4%
UNP vs HBM
+97.2%
-62.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | -1.8% | -3.3% | +1.5% | -1.8% |
| 30D | -2.7% | -4.8% | +2.1% | -2.7% |
| 3M | +6.5% | -0.4% | +6.9% | +6.9% |
| 6M | +14.4% | +17.9% | -3.5% | +13.3% |
| YTD | +24.8% | +33.7% | -8.9% | +23.3% |
| 1Y | +34.4% | +95.6% | -61.2% | +32.1% |
| All | +34.4% | +97.2% | -62.8% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling