+134.4%
HL vs AXP
+414.5%
-280.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.8% |
| 7D | -7.6% | -2.1% | -5.5% | -6.8% |
| 30D | -17.5% | +2.7% | -20.1% | -18.2% |
| 3M | -26.2% | -7.3% | -19.0% | -24.0% |
| 6M | -35.1% | +1.8% | -36.9% | -35.4% |
| YTD | -30.4% | -13.1% | -17.3% | -26.8% |
| 1Y | -14.0% | -13.7% | -0.2% | -9.1% |
| 3Y | +256.3% | +113.1% | +143.2% | +155.7% |
| 5Y | +112.5% | +85.9% | +26.6% | +56.7% |
| All | +134.4% | +414.5% | -280.1% | +44.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling