+467.1%
AXP vs HUM
+148.3%
+318.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.1% |
| 7D | -2.5% | -0.2% | -2.2% | -2.4% |
| 30D | -5.0% | +3.7% | -8.7% | -6.1% |
| 3M | +1.4% | +10.4% | -9.1% | -1.9% |
| 6M | +6.0% | +125.7% | -119.7% | -17.2% |
| YTD | -12.3% | +57.3% | -69.6% | -24.8% |
| 1Y | +0.3% | +48.6% | -48.4% | -13.4% |
| 3Y | +111.7% | -11.3% | +123.0% | +108.5% |
| 5Y | +114.5% | +0.8% | +113.7% | +90.2% |
| 10Y | +467.1% | +146.7% | +320.4% | +248.6% |
| All | +467.1% | +148.3% | +318.7% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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