+1,945.4%
UNP vs HBM
+462.4%
+1,483.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | +2.1% | +5.1% | -3.0% | +1.2% |
| 30D | +7.7% | -15.8% | +23.5% | +10.4% |
| 3M | +4.0% | -22.4% | +26.5% | +7.7% |
| 6M | +15.7% | -20.2% | +35.9% | +17.5% |
| YTD | +33.5% | +9.0% | +24.5% | +26.7% |
| 1Y | +38.9% | +27.4% | +11.6% | +28.1% |
| 3Y | +53.7% | +424.2% | -370.6% | +5.7% |
| 5Y | +40.4% | +196.1% | -155.7% | +1.9% |
| 10Y | +291.1% | +285.4% | +5.7% | +129.0% |
| All | +1,945.4% | +462.4% | +1,483.0% | +751.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling