+132.6%
HL vs AXP
+449.9%
-317.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.5% |
| 7D | +8.9% | +0.6% | +8.4% | +8.8% |
| 30D | -10.1% | +5.8% | -15.9% | -11.9% |
| 3M | -7.0% | -6.0% | -1.0% | -4.8% |
| 6M | -18.8% | +0.3% | -19.1% | -18.8% |
| YTD | -23.1% | -12.3% | -10.9% | -19.6% |
| 1Y | +8.9% | -11.2% | +20.1% | +13.7% |
| 3Y | +255.0% | +117.0% | +138.0% | +153.7% |
| 5Y | +151.5% | +93.2% | +58.3% | +83.3% |
| All | +132.6% | +449.9% | -317.3% | +76.0% |
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