+1,286.8%
AXP vs HDB
+4,068.7%
-2,781.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.9% |
| 7D | +0.4% | +13.3% | -12.9% | -4.9% |
| 30D | +7.0% | +10.2% | -3.1% | +2.5% |
| 3M | -6.6% | +3.6% | -10.2% | -8.4% |
| 6M | +3.5% | -0.5% | +4.0% | +2.6% |
| YTD | -11.2% | -32.4% | +21.2% | +3.3% |
| 1Y | -10.2% | -31.1% | +20.9% | +3.5% |
| 3Y | +120.0% | -12.6% | +132.7% | +122.6% |
| 5Y | +95.6% | -25.7% | +121.2% | +108.6% |
| 10Y | +468.1% | +56.5% | +411.6% | +320.7% |
| All | +1,286.8% | +4,068.7% | -2,781.9% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling