+2,560.8%
AXP vs HBM
+443.9%
+2,116.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +0.6% | -3.6% | +4.2% | +1.3% |
| 30D | +5.8% | -19.2% | +25.0% | +10.1% |
| 3M | -6.0% | -20.5% | +14.5% | -2.4% |
| 6M | +0.3% | -12.8% | +13.1% | +0.7% |
| YTD | -12.3% | +5.4% | -17.7% | -16.8% |
| 1Y | -11.2% | +33.0% | -44.2% | -20.0% |
| 3Y | +117.0% | +357.3% | -240.3% | +44.2% |
| 5Y | +93.2% | +210.4% | -117.2% | +32.3% |
| 10Y | +461.2% | +387.1% | +74.0% | +190.4% |
| All | +2,560.8% | +443.9% | +2,116.9% | +540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling