+8,959.6%
AXP vs DHI
+12,945.6%
-3,986.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.8% |
| 7D | -2.1% | -3.1% | +1.0% | -1.2% |
| 30D | -6.5% | -5.5% | -1.1% | -5.2% |
| 3M | +4.6% | -2.2% | +6.9% | +4.9% |
| 6M | +5.4% | -6.0% | +11.4% | +6.5% |
| YTD | -11.1% | 0.0% | -11.1% | -12.2% |
| 1Y | -0.3% | -18.2% | +17.9% | +3.9% |
| 3Y | +111.6% | +22.5% | +89.0% | +90.3% |
| 5Y | +117.6% | +58.4% | +59.2% | +77.8% |
| 10Y | +474.1% | +405.2% | +68.9% | +223.5% |
| All | +8,959.6% | +12,945.6% | -3,986.0% | +2,587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling