+86.1%
AXP vs HBM
+194.0%
-107.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -0.1% | +2.2% | -2.4% | -0.6% |
| 30D | +4.4% | -11.8% | +16.2% | +6.4% |
| 3M | -6.4% | -19.2% | +12.8% | -3.6% |
| 6M | +4.2% | -22.9% | +27.0% | +6.9% |
| YTD | -12.4% | +7.8% | -20.2% | -17.4% |
| 1Y | -11.1% | +34.9% | -46.0% | -20.2% |
| 3Y | +114.9% | +422.2% | -307.3% | +35.2% |
| All | +86.1% | +194.0% | -107.9% | +32.0% |
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 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