+122.4%
HL vs AXP
+453.0%
-330.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.0% | +3.5% | +4.1% |
| 7D | +13.8% | -1.1% | +14.9% | +14.4% |
| 30D | -9.7% | +5.2% | -15.0% | -11.4% |
| 3M | -8.5% | -4.6% | -4.0% | -6.8% |
| 6M | -17.2% | +3.2% | -20.4% | -18.1% |
| YTD | -19.6% | -11.3% | -8.3% | -16.2% |
| 1Y | +11.1% | -11.0% | +22.1% | +15.9% |
| 3Y | +299.7% | +120.2% | +179.5% | +184.1% |
| 5Y | +156.5% | +91.7% | +64.8% | +87.4% |
| 10Y | +122.4% | +440.3% | -318.0% | +61.3% |
| All | +122.4% | +453.0% | -330.7% | +61.3% |
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