+15.4%
UNP vs HBM
-22.0%
+37.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | +4.2% | +2.2% | +2.0% | +4.3% |
| 30D | +5.6% | -11.8% | +17.4% | +5.1% |
| 3M | +2.0% | -19.2% | +21.2% | +1.6% |
| 6M | +15.4% | -22.9% | +38.3% | +15.5% |
| All | +15.4% | -22.0% | +37.4% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling