+111.1%
AXP vs HIG
+102.1%
+9.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -2.1% | +0.3% | -2.4% | -2.3% |
| 30D | -6.5% | -3.2% | -3.3% | -4.9% |
| 3M | +4.6% | +9.1% | -4.5% | -1.2% |
| 6M | +5.4% | -1.8% | +7.2% | +6.0% |
| YTD | -11.1% | +1.8% | -12.9% | -12.6% |
| 1Y | -0.3% | +4.6% | -4.9% | -3.8% |
| All | +111.1% | +102.1% | +9.0% | +37.2% |
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