+117.0%
AXP vs USHY
+24.4%
+92.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | -0.3% | +0.8% | +1.3% |
| 30D | +5.8% | 0.0% | +5.8% | +5.6% |
| 3M | -6.0% | -1.8% | -4.2% | -0.6% |
| 6M | +0.3% | -1.0% | +1.3% | +3.6% |
| YTD | -12.3% | +0.5% | -12.7% | -13.3% |
| 1Y | -11.2% | +1.9% | -13.1% | -16.0% |
| 3Y | +117.0% | +24.9% | +92.1% | +42.0% |
| All | +117.0% | +24.4% | +92.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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