+89.6%
AXP vs USHY
+18.6%
+70.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | -0.3% | +0.8% | +1.1% |
| 30D | +5.8% | 0.0% | +5.8% | +5.7% |
| 3M | -6.0% | -1.8% | -4.2% | -2.4% |
| 6M | +0.3% | -1.0% | +1.3% | +2.6% |
| YTD | -12.3% | +0.5% | -12.7% | -12.8% |
| 1Y | -11.2% | +1.9% | -13.1% | -14.2% |
| 3Y | +117.0% | +24.9% | +92.1% | +46.5% |
| All | +89.6% | +18.6% | +70.9% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling