+428.4%
AXP vs HUM
+152.0%
+276.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.2% |
| 7D | -0.6% | +4.8% | -5.5% | -2.0% |
| 30D | +5.0% | +1.6% | +3.3% | +4.3% |
| 3M | -4.2% | +13.8% | -18.1% | -8.1% |
| 6M | +2.9% | +60.0% | -57.1% | -10.8% |
| YTD | -11.6% | +72.7% | -84.3% | -26.4% |
| 1Y | -11.1% | +86.1% | -97.2% | -27.8% |
| 3Y | +116.7% | -7.8% | +124.6% | +113.1% |
| 5Y | +89.6% | +2.7% | +86.9% | +69.7% |
| 10Y | +428.4% | +147.3% | +281.1% | +252.0% |
| All | +428.4% | +152.0% | +276.4% | +252.0% |
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