+54.1%
UNP vs HBM
+438.5%
-384.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.1% | -1.3% | -0.8% | -2.0% |
| 30D | +7.3% | -14.8% | +22.1% | +8.2% |
| 3M | +3.6% | -20.7% | +24.3% | +4.9% |
| 6M | +15.8% | -13.9% | +29.8% | +15.9% |
| YTD | +32.6% | +10.6% | +22.0% | +28.3% |
| 1Y | +37.2% | +32.4% | +4.9% | +30.2% |
| All | +54.1% | +438.5% | -384.4% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling