+9,283.6%
UNP vs HPQ
+2,897.0%
+6,386.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.6% |
| 7D | -0.7% | -0.5% | -0.3% | -0.7% |
| 30D | -1.1% | +3.7% | -4.9% | -2.2% |
| 3M | +7.9% | +24.3% | -16.4% | +2.1% |
| 6M | +14.6% | +64.8% | -50.1% | +0.7% |
| YTD | +26.6% | +43.9% | -17.3% | +14.5% |
| 1Y | +35.6% | +11.7% | +23.9% | +29.3% |
| 3Y | +45.5% | +19.7% | +25.8% | +33.9% |
| 5Y | +50.0% | +32.2% | +17.8% | +32.4% |
| 10Y | +271.8% | +198.9% | +72.9% | +169.2% |
| All | +9,283.6% | +2,897.0% | +6,386.7% | +3,798.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling