+277.6%
UNP vs HPQ
+259.7%
+17.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.4% | -8.9% | -3.0% |
| 7D | -1.8% | +9.8% | -11.6% | -4.8% |
| 30D | -2.7% | +22.4% | -25.1% | -9.1% |
| 3M | +6.5% | +45.2% | -38.7% | -6.2% |
| 6M | +14.4% | +96.4% | -82.1% | -10.4% |
| YTD | +24.8% | +65.4% | -40.6% | +3.4% |
| 1Y | +34.4% | +31.6% | +2.8% | +19.5% |
| 3Y | +43.6% | +37.0% | +6.5% | +20.9% |
| 5Y | +53.2% | +53.0% | +0.2% | +17.7% |
| All | +277.6% | +259.7% | +17.9% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling