+85.9%
AXP vs HBM
+203.5%
-117.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -2.1% | +5.1% | -7.2% | -3.0% |
| 30D | +2.7% | -15.8% | +18.5% | +5.4% |
| 3M | -7.3% | -22.4% | +15.1% | -3.8% |
| 6M | +1.8% | -20.2% | +22.0% | +3.8% |
| YTD | -13.1% | +9.0% | -22.1% | -18.2% |
| 1Y | -13.7% | +27.4% | -41.1% | -21.6% |
| 3Y | +113.1% | +424.2% | -311.1% | +34.0% |
| 5Y | +85.9% | +196.1% | -110.2% | +31.2% |
| All | +85.9% | +203.5% | -117.6% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling