+10.8%
HD vs AXP
+118.2%
-107.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.3% |
| 7D | -2.1% | -2.1% | +0.1% | -1.3% |
| 30D | -8.4% | -6.5% | -1.9% | -6.3% |
| 3M | +4.3% | +4.6% | -0.3% | +2.6% |
| 6M | -11.1% | +5.4% | -16.6% | -12.9% |
| YTD | -4.7% | -11.1% | +6.4% | -1.4% |
| 1Y | -19.8% | -0.3% | -19.5% | -20.6% |
| 3Y | +4.1% | +111.6% | -107.5% | -23.4% |
| All | +10.8% | +118.2% | -107.4% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling