+2,595.3%
AXP vs HBM
+613.3%
+1,982.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.1% | -6.4% | +4.2% | -0.8% |
| 30D | -6.5% | +5.9% | -12.4% | -7.8% |
| 3M | +4.6% | -8.9% | +13.6% | +5.3% |
| 6M | +5.4% | +10.7% | -5.2% | +0.9% |
| YTD | -11.1% | +38.3% | -49.4% | -19.7% |
| 1Y | -0.3% | +121.3% | -121.6% | -19.1% |
| 3Y | +111.6% | +450.6% | -339.0% | +36.1% |
| 5Y | +117.6% | +338.0% | -220.4% | +39.3% |
| 10Y | +474.1% | +578.6% | -104.5% | +178.8% |
| All | +2,595.3% | +613.3% | +1,982.0% | +517.8% |
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