+338.4%
AXP vs HUBS
+555.1%
-216.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.8% |
| 7D | -2.1% | +5.3% | -7.4% | -3.2% |
| 30D | +2.7% | -2.5% | +5.1% | +2.8% |
| 3M | -7.3% | +2.7% | -10.0% | -9.0% |
| 6M | +1.8% | +20.2% | -18.4% | -5.6% |
| YTD | -13.1% | -46.2% | +33.2% | -6.2% |
| 1Y | -13.7% | -45.3% | +31.6% | -7.3% |
| 3Y | +113.1% | -49.7% | +162.8% | +127.7% |
| 5Y | +85.9% | -74.3% | +160.3% | +114.7% |
| 10Y | +416.7% | +273.1% | +143.6% | +215.7% |
| All | +338.4% | +555.1% | -216.7% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling