-10.2%
AXP vs HAS
+62.3%
-72.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.9% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +7.0% | +31.3% | -24.3% | +0.7% |
| 3M | -6.6% | +32.1% | -38.7% | -12.3% |
| 6M | +3.5% | +28.1% | -24.7% | -2.5% |
| YTD | -11.2% | +49.1% | -60.3% | -23.1% |
| 1Y | -10.2% | +60.5% | -70.7% | -26.7% |
| All | -10.2% | +62.3% | -72.4% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling