+424.9%
AXP vs HBM
+274.8%
+150.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | +3.7% | -14.8% | +18.5% | +6.7% |
| 3M | -4.9% | -20.7% | +15.8% | -1.2% |
| 6M | +4.1% | -13.9% | +18.0% | +4.7% |
| YTD | -11.7% | +10.6% | -22.3% | -17.4% |
| 1Y | -11.7% | +32.4% | -44.1% | -20.8% |
| 3Y | +116.5% | +432.0% | -315.5% | +35.3% |
| 5Y | +89.5% | +205.5% | -116.0% | +27.1% |
| 10Y | +424.9% | +291.1% | +133.8% | +150.7% |
| All | +424.9% | +274.8% | +150.1% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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