+28.3%
HD vs AXP
+120.3%
-92.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -0.8% |
| 7D | +6.4% | +0.4% | +6.0% | +6.3% |
| 30D | +22.1% | +7.0% | +15.0% | +19.5% |
| 3M | -0.2% | -6.6% | +6.4% | +2.0% |
| 6M | +12.6% | +3.5% | +9.1% | +11.3% |
| YTD | +3.9% | -11.2% | +15.1% | +7.1% |
| 1Y | -3.7% | -10.2% | +6.4% | -1.2% |
| All | +28.3% | +120.3% | -92.0% | -12.6% |
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