+747.8%
AXP vs XHB
+177.0%
+570.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | +0.1% |
| 7D | +0.4% | +2.5% | -2.2% | -1.5% |
| 30D | +7.0% | +6.7% | +0.4% | +1.9% |
| 3M | -6.6% | -5.8% | -0.8% | -3.2% |
| 6M | +3.5% | +1.7% | +1.7% | +0.5% |
| YTD | -11.2% | +1.9% | -13.1% | -14.8% |
| 1Y | -10.2% | +0.9% | -11.0% | -13.3% |
| 3Y | +120.0% | +37.6% | +82.5% | +63.3% |
| 5Y | +95.6% | +35.7% | +59.8% | +42.6% |
| 10Y | +468.1% | +262.3% | +205.8% | +95.9% |
| All | +747.8% | +177.0% | +570.7% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 all: compounded portfolio wealth divided by compounded XHB 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…
all analysis · Full analysis span regression · 6 months rolling