+737.4%
AXP vs XHB
+172.9%
+564.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.2% |
| 7D | +0.6% | +1.3% | -0.7% | -0.5% |
| 30D | +5.8% | +7.8% | -2.0% | 0.0% |
| 3M | -6.0% | -5.5% | -0.6% | -2.9% |
| 6M | +0.3% | -2.6% | +2.9% | +0.5% |
| YTD | -12.3% | +0.4% | -12.6% | -15.0% |
| 1Y | -11.2% | -1.0% | -10.3% | -13.2% |
| 3Y | +117.0% | +37.3% | +79.7% | +61.3% |
| 5Y | +93.2% | +33.7% | +59.5% | +42.4% |
| 10Y | +461.2% | +256.9% | +204.3% | +95.6% |
| All | +737.4% | +172.9% | +564.5% | +118.9% |
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