+45.5%
UNP vs HDB
-27.8%
+73.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | 0.0% |
| 7D | -0.7% | -2.0% | +1.3% | -0.5% |
| 30D | -1.1% | -4.9% | +3.7% | -0.6% |
| 3M | +7.9% | -2.3% | +10.2% | +8.0% |
| 6M | +14.6% | -23.7% | +38.4% | +18.4% |
| YTD | +26.6% | -38.5% | +65.1% | +34.5% |
| 1Y | +35.6% | -36.5% | +72.0% | +43.4% |
| 3Y | +45.5% | -28.5% | +73.9% | +48.2% |
| All | +45.5% | -27.8% | +73.3% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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