+308.8%
UNP vs HWM
+1,323.5%
-1,014.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.7% | +10.3% | +2.7% |
| 7D | -0.7% | -9.2% | +8.4% | +1.8% |
| 30D | -1.1% | -17.9% | +16.7% | +4.1% |
| 3M | +7.9% | -6.0% | +13.9% | +8.9% |
| 6M | +14.6% | -7.4% | +22.0% | +15.6% |
| YTD | +26.6% | +13.1% | +13.5% | +20.0% |
| 1Y | +35.6% | +29.3% | +6.3% | +23.0% |
| 3Y | +45.5% | +389.9% | -344.4% | -16.0% |
| 5Y | +50.0% | +655.5% | -605.5% | -25.9% |
| All | +308.8% | +1,323.5% | -1,014.7% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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