+254.2%
HD vs AXP
+449.9%
-195.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +4.3% | +0.6% | +3.7% | +4.2% |
| 30D | +20.2% | +5.8% | +14.4% | +17.7% |
| 3M | -1.0% | -6.0% | +5.0% | +1.4% |
| 6M | +7.9% | +0.3% | +7.6% | +7.6% |
| YTD | +2.0% | -12.3% | +14.2% | +6.4% |
| 1Y | -4.3% | -11.2% | +6.9% | -0.7% |
| 3Y | +25.9% | +117.0% | -91.1% | -10.5% |
| 5Y | +5.8% | +93.2% | -87.3% | -23.2% |
| All | +254.2% | +449.9% | -195.7% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling