+428.4%
AXP vs HBM
+301.8%
+126.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.5% |
| 7D | -0.6% | +2.4% | -3.0% | -1.2% |
| 30D | +5.0% | -16.0% | +20.9% | +8.3% |
| 3M | -4.2% | -21.3% | +17.1% | -0.4% |
| 6M | +2.9% | -12.2% | +15.2% | +3.2% |
| YTD | -11.6% | +10.7% | -22.3% | -17.4% |
| 1Y | -11.1% | +30.3% | -41.4% | -20.0% |
| 3Y | +116.7% | +432.2% | -315.5% | +35.5% |
| 5Y | +89.6% | +218.8% | -129.2% | +25.9% |
| 10Y | +428.4% | +281.4% | +147.0% | +154.9% |
| All | +428.4% | +301.8% | +126.6% | +154.9% |
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