+3,933.0%
AXP vs HIG
+997.5%
+2,935.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.4% | -1.0% |
| 7D | -0.6% | +2.1% | -2.8% | -1.4% |
| 30D | +5.0% | +6.7% | -1.8% | +2.5% |
| 3M | -4.2% | -1.9% | -2.3% | -3.7% |
| 6M | +2.9% | +5.3% | -2.4% | +0.7% |
| YTD | -11.6% | +1.3% | -12.9% | -12.4% |
| 1Y | -11.1% | +7.2% | -18.3% | -13.7% |
| 3Y | +116.7% | +96.6% | +20.1% | +70.1% |
| 5Y | +89.6% | +110.0% | -20.4% | +46.1% |
| 10Y | +428.4% | +268.4% | +160.0% | +234.1% |
| All | +3,933.0% | +997.5% | +2,935.5% | +986.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling