+6,610.0%
AXP vs HRB
+3,357.9%
+3,252.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | +0.4% |
| 7D | -2.1% | -5.7% | +3.6% | 0.0% |
| 30D | -6.5% | +7.9% | -14.4% | -9.8% |
| 3M | +4.6% | +32.1% | -27.5% | -6.9% |
| 6M | +5.4% | +62.2% | -56.8% | -14.8% |
| YTD | -11.1% | +16.4% | -27.5% | -19.1% |
| 1Y | -0.3% | -0.3% | 0.0% | -4.2% |
| 3Y | +111.6% | +36.0% | +75.5% | +75.8% |
| 5Y | +117.6% | +125.2% | -7.6% | +43.6% |
| 10Y | +474.1% | +237.7% | +236.5% | +197.3% |
| All | +6,610.0% | +3,357.9% | +3,252.1% | +902.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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