-11.6%
HL vs AXP
-12.6%
+1.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.4% |
| 7D | -11.1% | -0.1% | -11.0% | -11.0% |
| 30D | -12.1% | +4.4% | -16.5% | -14.0% |
| 3M | -26.1% | -6.4% | -19.7% | -23.3% |
| 6M | -37.7% | +4.2% | -41.9% | -38.5% |
| YTD | -31.7% | -12.4% | -19.3% | -26.8% |
| 1Y | -11.6% | -11.1% | -0.5% | -6.8% |
| All | -11.6% | -12.6% | +1.0% | -6.8% |
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