+111.1%
AXP vs HBM
+455.0%
-343.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.1% | -6.4% | +4.2% | -1.3% |
| 30D | -6.5% | +5.9% | -12.4% | -7.4% |
| 3M | +4.6% | -8.9% | +13.6% | +5.2% |
| 6M | +5.4% | +10.7% | -5.2% | +2.3% |
| YTD | -11.1% | +38.3% | -49.4% | -17.9% |
| 1Y | -0.3% | +121.3% | -121.6% | -16.8% |
| All | +111.1% | +455.0% | -343.9% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling