+440.3%
AXP vs HPQ
+163.2%
+277.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.3% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +5.2% | -6.5% | +11.7% | +7.5% |
| 3M | -4.6% | -5.1% | +0.5% | -4.5% |
| 6M | +3.2% | +27.3% | -24.1% | -11.6% |
| YTD | -11.3% | +31.7% | -43.0% | -26.1% |
| 1Y | -11.0% | +13.0% | -24.0% | -20.5% |
| 3Y | +120.2% | +18.3% | +101.9% | +82.9% |
| 5Y | +91.7% | +7.4% | +84.4% | +59.8% |
| 10Y | +440.3% | +154.8% | +285.6% | +200.3% |
| All | +440.3% | +163.2% | +277.1% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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