+448.7%
AXP vs HIG
+276.3%
+172.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | +0.2% |
| 7D | +0.6% | +1.1% | -0.5% | -0.1% |
| 30D | +5.8% | +5.6% | +0.3% | +2.1% |
| 3M | -6.0% | -6.9% | +0.9% | -1.9% |
| 6M | +0.3% | +1.3% | -1.0% | -1.5% |
| YTD | -12.3% | -1.5% | -10.8% | -12.5% |
| 1Y | -11.2% | +6.6% | -17.9% | -16.1% |
| 3Y | +117.0% | +91.2% | +25.8% | +37.4% |
| 5Y | +93.2% | +106.1% | -12.9% | +15.8% |
| All | +448.7% | +276.3% | +172.4% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling