+310.5%
UNP vs HWM
+1,494.1%
-1,183.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -5.3% | -2.1% | -3.2% | -4.9% |
| 30D | -1.5% | -11.0% | +9.4% | +1.6% |
| 3M | +10.3% | +4.0% | +6.2% | +8.3% |
| 6M | +9.7% | -0.2% | +9.9% | +8.6% |
| YTD | +27.1% | +26.7% | +0.4% | +16.9% |
| 1Y | +32.6% | +44.7% | -12.1% | +16.7% |
| 3Y | +40.0% | +426.1% | -386.1% | -20.5% |
| 5Y | +50.8% | +738.5% | -687.7% | -27.5% |
| All | +310.5% | +1,494.1% | -1,183.6% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling