+114.5%
AXP vs DHI
+60.0%
+54.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -2.5% | -2.3% | -0.1% | -1.9% |
| 30D | -5.0% | -5.3% | +0.2% | -3.8% |
| 3M | +1.4% | -7.8% | +9.1% | +3.2% |
| 6M | +6.0% | -5.4% | +11.4% | +6.8% |
| YTD | -12.3% | -2.7% | -9.6% | -12.8% |
| 1Y | +0.3% | -21.0% | +21.2% | +5.4% |
| 3Y | +111.7% | +22.2% | +89.5% | +85.2% |
| 5Y | +114.5% | +62.2% | +52.4% | +63.0% |
| All | +114.5% | +60.0% | +54.5% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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