+45.5%
UNP vs HBM
+522.1%
-476.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.8% | -6.2% | -0.8% |
| 7D | -0.7% | +7.4% | -8.1% | -1.2% |
| 30D | -1.1% | +5.1% | -6.2% | -1.5% |
| 3M | +7.9% | +11.1% | -3.3% | +6.9% |
| 6M | +14.6% | +30.2% | -15.6% | +11.1% |
| YTD | +26.6% | +46.2% | -19.6% | +20.5% |
| 1Y | +35.6% | +120.0% | -84.5% | +22.8% |
| 3Y | +45.5% | +527.4% | -481.9% | +8.3% |
| All | +45.5% | +522.1% | -476.6% | +8.3% |
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