+3,285.3%
UNP vs HDB
+3,812.1%
-526.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -5.3% | +0.4% | -5.8% | -5.5% |
| 30D | -1.5% | -2.8% | +1.3% | -0.8% |
| 3M | +10.3% | -3.5% | +13.8% | +10.9% |
| 6M | +9.7% | -24.7% | +34.4% | +17.7% |
| YTD | +27.1% | -36.6% | +63.7% | +43.0% |
| 1Y | +32.6% | -34.4% | +66.9% | +47.5% |
| 3Y | +40.0% | -24.4% | +64.4% | +46.9% |
| 5Y | +50.8% | -35.4% | +86.2% | +62.5% |
| 10Y | +278.6% | +39.5% | +239.1% | +212.3% |
| All | +3,285.3% | +3,812.1% | -526.8% | +1,199.8% |
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