+205.5%
HD vs AXP
+474.4%
-268.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | -2.1% | -2.1% | +0.1% | -1.3% |
| 30D | -8.4% | -6.5% | -1.9% | -6.0% |
| 3M | +4.3% | +4.6% | -0.3% | +2.4% |
| 6M | -11.1% | +5.4% | -16.6% | -13.1% |
| YTD | -4.7% | -11.1% | +6.4% | -1.1% |
| 1Y | -19.8% | -0.3% | -19.5% | -20.7% |
| 3Y | +4.1% | +111.6% | -107.5% | -25.1% |
| 5Y | +10.3% | +117.6% | -107.3% | -23.7% |
| All | +205.5% | +474.4% | -268.8% | +46.4% |
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