+9,321.7%
UNP vs HRB
+3,357.9%
+5,963.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.1% |
| 7D | -5.3% | -5.7% | +0.3% | -4.1% |
| 30D | -1.5% | +7.9% | -9.5% | -3.7% |
| 3M | +10.3% | +32.1% | -21.9% | +2.5% |
| 6M | +9.7% | +62.2% | -52.6% | -4.1% |
| YTD | +27.1% | +16.4% | +10.7% | +19.7% |
| 1Y | +32.6% | -0.3% | +32.8% | +29.2% |
| 3Y | +40.0% | +36.0% | +4.0% | +24.4% |
| 5Y | +50.8% | +125.2% | -74.4% | +15.9% |
| 10Y | +278.6% | +237.7% | +41.0% | +147.1% |
| All | +9,321.7% | +3,357.9% | +5,963.8% | +3,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling