+114.5%
AXP vs HUM
-11.4%
+125.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +0.6% | +2.1% | -1.5% | +0.4% |
| 30D | -4.3% | +4.7% | -9.0% | -4.8% |
| 3M | +4.7% | +13.5% | -8.8% | +3.3% |
| 6M | +9.0% | +126.7% | -117.7% | +0.2% |
| YTD | -11.1% | +58.5% | -69.7% | -15.8% |
| 1Y | +1.3% | +31.7% | -30.5% | -2.7% |
| 3Y | +114.5% | -10.6% | +125.1% | +102.0% |
| All | +114.5% | -11.4% | +125.9% | +102.0% |
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 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