+51.7%
UNP vs HBM
+392.2%
-340.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -1.7% | +5.5% | -7.2% | -2.3% |
| 30D | -2.1% | +3.3% | -5.4% | -2.6% |
| 3M | +5.4% | +12.7% | -7.2% | +3.5% |
| 6M | +13.4% | +28.2% | -14.8% | +8.3% |
| YTD | +25.0% | +45.3% | -20.4% | +16.4% |
| 1Y | +34.6% | +121.7% | -87.1% | +17.3% |
| 3Y | +43.6% | +523.5% | -479.9% | +1.9% |
| 5Y | +51.7% | +393.9% | -342.2% | +8.9% |
| All | +51.7% | +392.2% | -340.5% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling