+440.3%
AXP vs HWM
+1,636.6%
-1,196.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.0% | -1.2% |
| 7D | -1.1% | +1.6% | -2.7% | -2.2% |
| 30D | +5.2% | -3.9% | +9.2% | +6.3% |
| 3M | -4.6% | -23.2% | +18.7% | +5.8% |
| 6M | +3.2% | -20.0% | +23.2% | +11.7% |
| YTD | -11.3% | +5.7% | -17.1% | -17.2% |
| 1Y | -11.0% | +4.9% | -15.9% | -16.7% |
| 3Y | +120.2% | +347.0% | -226.8% | -1.6% |
| 5Y | +91.7% | +563.0% | -471.3% | -29.9% |
| 10Y | +440.3% | +1,579.2% | -1,138.8% | +24.1% |
| All | +440.3% | +1,636.6% | -1,196.3% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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