+116.7%
AXP vs HBM
+448.1%
-331.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.2% |
| 7D | -0.6% | +2.4% | -3.0% | -1.0% |
| 30D | +5.0% | -16.0% | +20.9% | +7.1% |
| 3M | -4.2% | -21.3% | +17.1% | -1.8% |
| 6M | +2.9% | -12.2% | +15.2% | +3.0% |
| YTD | -11.6% | +10.7% | -22.3% | -16.2% |
| 1Y | -11.1% | +30.3% | -41.4% | -18.4% |
| 3Y | +116.7% | +432.2% | -315.5% | +47.4% |
| All | +116.7% | +448.1% | -331.4% | +47.4% |
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