+448.7%
AXP vs HAS
+101.4%
+347.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +0.6% | -0.2% | +0.7% | +0.7% |
| 30D | +5.8% | +31.0% | -25.2% | -4.8% |
| 3M | -6.0% | +30.7% | -36.7% | -15.5% |
| 6M | +0.3% | +23.9% | -23.6% | -8.6% |
| YTD | -12.3% | +48.3% | -60.6% | -26.0% |
| 1Y | -11.2% | +60.2% | -71.5% | -27.4% |
| 3Y | +117.0% | +189.2% | -72.2% | +36.3% |
| 5Y | +93.2% | +50.4% | +42.7% | +55.3% |
| All | +448.7% | +101.4% | +347.3% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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