+114.9%
AXP vs USHY
+25.4%
+89.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +1.1% |
| 7D | -0.1% | -0.4% | +0.3% | +1.2% |
| 30D | +4.4% | +0.6% | +3.9% | +2.5% |
| 3M | -6.4% | -2.0% | -4.4% | -0.2% |
| 6M | +4.2% | -0.5% | +4.7% | +6.1% |
| YTD | -12.4% | +0.6% | -13.0% | -13.7% |
| 1Y | -11.1% | +2.1% | -13.2% | -16.5% |
| 3Y | +114.9% | +25.3% | +89.6% | +39.9% |
| All | +114.9% | +25.4% | +89.4% | +39.9% |
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