+428.4%
AXP vs HAL
-18.9%
+447.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -0.6% | -6.5% | +5.9% | +1.7% |
| 30D | +5.0% | -2.1% | +7.1% | +5.4% |
| 3M | -4.2% | -4.9% | +0.6% | -3.2% |
| 6M | +2.9% | -19.3% | +22.2% | +9.4% |
| YTD | -11.6% | +14.3% | -25.9% | -18.4% |
| 1Y | -11.1% | +17.3% | -28.4% | -18.9% |
| 3Y | +116.7% | -10.9% | +127.6% | +112.4% |
| 5Y | +89.6% | +47.4% | +42.2% | +41.5% |
| 10Y | +428.4% | -20.8% | +449.2% | +214.0% |
| All | +428.4% | -18.9% | +447.3% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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