+3,371.7%
UNP vs HDB
+4,256.0%
-884.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.6% |
| 7D | -3.3% | +13.7% | -17.0% | -6.7% |
| 30D | +6.7% | +15.8% | -9.1% | +2.3% |
| 3M | +1.8% | +9.2% | -7.4% | -1.1% |
| 6M | +13.3% | +3.2% | +10.2% | +11.3% |
| YTD | +30.3% | -29.4% | +59.7% | +41.8% |
| 1Y | +36.9% | -27.9% | +64.9% | +48.0% |
| 3Y | +50.9% | -5.9% | +56.8% | +48.4% |
| 5Y | +37.9% | -23.5% | +61.4% | +41.3% |
| 10Y | +293.8% | +61.3% | +232.5% | +210.7% |
| All | +3,371.7% | +4,256.0% | -884.3% | +1,188.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling