+6,610.0%
AXP vs HUM
+5,562.3%
+1,047.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -2.1% | +4.2% | -6.3% | -3.1% |
| 30D | -6.5% | +10.4% | -16.9% | -8.8% |
| 3M | +4.6% | +15.1% | -10.4% | +0.9% |
| 6M | +5.4% | +120.9% | -115.5% | -13.3% |
| YTD | -11.1% | +57.9% | -69.1% | -21.7% |
| 1Y | -0.3% | +30.6% | -30.9% | -9.0% |
| 3Y | +111.6% | -9.6% | +121.2% | +103.1% |
| 5Y | +117.6% | +1.6% | +116.0% | +99.5% |
| 10Y | +474.1% | +146.4% | +327.7% | +324.4% |
| All | +6,610.0% | +5,562.3% | +1,047.7% | +1,956.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling