+117.0%
AXP vs HUM
-5.9%
+122.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.6% | -1.7% |
| 7D | +0.6% | +4.6% | -4.1% | +0.1% |
| 30D | +5.8% | +9.6% | -3.8% | +4.8% |
| 3M | -6.0% | +18.4% | -24.4% | -7.7% |
| 6M | +0.3% | +76.9% | -76.6% | -5.6% |
| YTD | -12.3% | +71.0% | -83.2% | -17.7% |
| 1Y | -11.2% | +75.0% | -86.2% | -17.0% |
| 3Y | +117.0% | -7.7% | +124.7% | +107.9% |
| All | +117.0% | -5.9% | +122.9% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling