+440.3%
AXP vs THC
+1,325.8%
-885.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | -1.1% | +7.5% | -8.6% | -2.8% |
| 30D | +5.2% | +9.6% | -4.3% | +2.9% |
| 3M | -4.6% | +10.3% | -14.8% | -7.0% |
| 6M | +3.2% | +51.8% | -48.6% | -7.7% |
| YTD | -11.3% | +45.4% | -56.8% | -20.6% |
| 1Y | -11.0% | +40.8% | -51.8% | -19.9% |
| 3Y | +120.2% | +448.8% | -328.6% | +36.6% |
| 5Y | +91.7% | +263.4% | -171.7% | +26.0% |
| 10Y | +440.3% | +1,800.1% | -1,359.7% | +133.4% |
| All | +440.3% | +1,325.8% | -885.4% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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