+458.4%
AXP vs HUBS
+320.5%
+137.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.3% |
| 7D | -2.8% | -12.4% | +9.6% | +0.1% |
| 30D | -5.9% | +1.4% | -7.3% | -6.8% |
| 3M | +2.6% | +16.0% | -13.3% | -2.9% |
| 6M | +6.4% | -17.0% | +23.4% | +6.4% |
| YTD | -12.6% | -44.3% | +31.7% | -4.8% |
| 1Y | +0.2% | -54.3% | +54.5% | +13.9% |
| 3Y | +110.9% | -58.4% | +169.3% | +139.0% |
| 5Y | +114.7% | -66.7% | +181.4% | +136.9% |
| All | +458.4% | +320.5% | +137.9% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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