+348.1%
AXP vs HUBS
+651.4%
-303.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.5% |
| 7D | -2.1% | -5.0% | +2.9% | -1.1% |
| 30D | -6.5% | -1.0% | -5.5% | -7.3% |
| 3M | +4.6% | +12.4% | -7.7% | +0.3% |
| 6M | +5.4% | -11.1% | +16.5% | +4.0% |
| YTD | -11.1% | -38.3% | +27.2% | -5.9% |
| 1Y | -0.3% | -46.7% | +46.4% | +8.2% |
| 3Y | +111.6% | -55.1% | +166.7% | +133.7% |
| 5Y | +117.6% | -64.8% | +182.4% | +135.5% |
| 10Y | +474.1% | +334.3% | +139.8% | +243.1% |
| All | +348.1% | +651.4% | -303.3% | +152.3% |
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