+113.2%
AXP vs HIG
+95.3%
+17.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.1% | -0.1% | -2.0% | -2.1% |
| 30D | +2.7% | +4.4% | -1.7% | +0.3% |
| 3M | -7.3% | 0.0% | -7.3% | -7.4% |
| 6M | +1.8% | +3.8% | -2.0% | -1.1% |
| YTD | -13.1% | +0.7% | -13.7% | -14.1% |
| 1Y | -13.7% | +5.0% | -18.8% | -17.0% |
| All | +113.2% | +95.3% | +17.9% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling