+1,287.6%
AXP vs HDB
+3,812.1%
-2,524.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.3% |
| 30D | -6.5% | -2.8% | -3.7% | -5.5% |
| 3M | +4.6% | -3.5% | +8.2% | +5.7% |
| 6M | +5.4% | -24.7% | +30.1% | +17.8% |
| YTD | -11.1% | -36.6% | +25.4% | +6.7% |
| 1Y | -0.3% | -34.4% | +34.1% | +17.8% |
| 3Y | +111.6% | -24.4% | +136.0% | +128.5% |
| 5Y | +117.6% | -35.4% | +152.9% | +147.3% |
| 10Y | +474.1% | +39.5% | +434.6% | +348.0% |
| All | +1,287.6% | +3,812.1% | -2,524.5% | +265.3% |
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