+91.7%
AXP vs HDB
-23.0%
+114.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.6% | +0.1% |
| 7D | -1.1% | +13.7% | -14.8% | -5.4% |
| 30D | +5.2% | +15.8% | -10.6% | -0.1% |
| 3M | -4.6% | +9.2% | -13.8% | -7.8% |
| 6M | +3.2% | +3.2% | +0.1% | +1.3% |
| YTD | -11.3% | -29.4% | +18.0% | -0.8% |
| 1Y | -11.0% | -27.9% | +16.9% | -1.3% |
| 3Y | +120.2% | -5.9% | +126.0% | +114.1% |
| 5Y | +91.7% | -23.5% | +115.2% | +99.0% |
| All | +91.7% | -23.0% | +114.7% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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