+242.6%
HL vs AXP
+465.7%
-223.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | +7.1% | +0.6% | +6.5% | +6.9% |
| 30D | +21.4% | -4.3% | +25.8% | +23.5% |
| 3M | +37.4% | +4.7% | +32.7% | +35.2% |
| 6M | +0.4% | +9.0% | -8.6% | -2.8% |
| YTD | +6.7% | -11.1% | +17.8% | +11.1% |
| 1Y | +102.4% | +1.3% | +101.1% | +99.4% |
| 3Y | +417.4% | +114.5% | +302.9% | +271.4% |
| 5Y | +243.3% | +118.0% | +125.3% | +138.4% |
| 10Y | +242.6% | +464.9% | -222.4% | +99.7% |
| All | +242.6% | +465.7% | -223.1% | +99.7% |
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