+31.7%
HD vs AXP
+116.9%
-85.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -1.2% | -2.9% | +1.7% | -0.2% |
| 30D | +20.9% | +3.7% | +17.2% | +19.6% |
| 3M | -0.2% | -4.9% | +4.7% | +1.5% |
| 6M | +14.5% | +4.1% | +10.4% | +13.0% |
| YTD | +4.3% | -11.7% | +16.0% | +7.8% |
| 1Y | -3.5% | -11.7% | +8.3% | -0.3% |
| All | +31.7% | +116.9% | -85.2% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling