+1,847.3%
UNP vs HBM
+613.3%
+1,234.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -5.3% | -6.4% | +1.0% | -4.3% |
| 30D | -1.5% | +5.9% | -7.5% | -2.6% |
| 3M | +10.3% | -8.9% | +19.2% | +10.6% |
| 6M | +9.7% | +10.7% | -1.0% | +5.5% |
| YTD | +27.1% | +38.3% | -11.2% | +16.7% |
| 1Y | +32.6% | +121.3% | -88.8% | +11.4% |
| 3Y | +40.0% | +450.6% | -410.6% | -4.0% |
| 5Y | +50.8% | +338.0% | -287.2% | +2.5% |
| 10Y | +278.6% | +578.6% | -300.0% | +101.4% |
| All | +1,847.3% | +613.3% | +1,234.0% | +684.3% |
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 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