+30,108.4%
HD vs AXP
+6,568.1%
+23,540.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -1.8% | -2.5% | +0.7% | -0.8% |
| 30D | -10.8% | -5.0% | -5.8% | -9.0% |
| 3M | -2.7% | +1.4% | -4.0% | -3.4% |
| 6M | -10.3% | +6.0% | -16.3% | -12.6% |
| YTD | -7.8% | -12.3% | +4.5% | -3.7% |
| 1Y | -23.1% | +0.3% | -23.4% | -24.2% |
| 3Y | +2.0% | +111.7% | -109.6% | -27.5% |
| 5Y | +6.2% | +114.5% | -108.3% | -27.1% |
| 10Y | +210.2% | +467.1% | -256.9% | +32.9% |
| All | +30,108.4% | +6,568.1% | +23,540.3% | +3,913.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling