+25.0%
HL vs AXP
-6.4%
+31.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.2% | +11.0% | +11.9% |
| 7D | +0.2% | +4.6% | -4.4% | -2.3% |
| 30D | -12.1% | +9.7% | -21.8% | -16.6% |
| 3M | -2.8% | -3.8% | +0.9% | -0.8% |
| 6M | -14.9% | +4.8% | -19.7% | -16.9% |
| YTD | -22.0% | -9.1% | -13.0% | -17.7% |
| 1Y | +25.0% | -6.7% | +31.7% | +30.4% |
| All | +25.0% | -6.4% | +31.4% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling