+407.0%
AXP vs HUM
+153.9%
+253.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.4% |
| 7D | -0.1% | +3.7% | -3.9% | -1.2% |
| 30D | +4.4% | +5.5% | -1.1% | +2.8% |
| 3M | -6.4% | +17.1% | -23.6% | -10.8% |
| 6M | +4.2% | +48.3% | -44.1% | -7.7% |
| YTD | -12.4% | +77.4% | -89.7% | -27.6% |
| 1Y | -11.1% | +92.6% | -103.7% | -28.5% |
| 3Y | +114.9% | -6.1% | +121.0% | +110.4% |
| 5Y | +87.4% | +6.2% | +81.2% | +66.0% |
| All | +407.0% | +153.9% | +253.1% | +243.2% |
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