+37.9%
UNP vs HWM
+565.4%
-527.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | +1.2% |
| 7D | -3.3% | +1.6% | -4.9% | -3.7% |
| 30D | +6.7% | -3.9% | +10.6% | +7.3% |
| 3M | +1.8% | -23.2% | +25.0% | +7.6% |
| 6M | +13.3% | -20.0% | +33.3% | +18.1% |
| YTD | +30.3% | +5.7% | +24.6% | +25.4% |
| 1Y | +36.9% | +4.9% | +32.1% | +31.9% |
| 3Y | +50.9% | +347.0% | -296.1% | -12.4% |
| 5Y | +37.9% | +563.0% | -525.1% | -32.0% |
| All | +37.9% | +565.4% | -527.5% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling