+111.1%
AXP vs HWM
+426.8%
-315.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.1% | -2.1% | 0.0% | -1.6% |
| 30D | -6.5% | -11.0% | +4.4% | -3.1% |
| 3M | +4.6% | +4.0% | +0.6% | +2.7% |
| 6M | +5.4% | -0.2% | +5.6% | +4.4% |
| YTD | -11.1% | +26.7% | -37.8% | -20.1% |
| 1Y | -0.3% | +44.7% | -45.0% | -15.4% |
| All | +111.1% | +426.8% | -315.8% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling