+51.7%
UNP vs HRB
+104.8%
-53.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -1.7% | -10.6% | +8.9% | -0.3% |
| 30D | -2.1% | -0.8% | -1.3% | -2.3% |
| 3M | +5.4% | +19.1% | -13.6% | +2.4% |
| 6M | +13.4% | +48.7% | -35.3% | +6.1% |
| YTD | +25.0% | +7.1% | +17.9% | +23.9% |
| 1Y | +34.6% | -8.3% | +42.9% | +37.2% |
| 3Y | +43.6% | +25.8% | +17.8% | +34.8% |
| 5Y | +51.7% | +111.1% | -59.4% | +33.5% |
| All | +51.7% | +104.8% | -53.1% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling