+8.9%
HL vs AXP
-11.3%
+20.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.7% |
| 7D | +8.9% | +0.6% | +8.4% | +8.8% |
| 30D | -10.1% | +5.8% | -15.9% | -12.7% |
| 3M | -7.0% | -6.0% | -1.0% | -3.8% |
| 6M | -18.8% | +0.3% | -19.1% | -18.6% |
| YTD | -23.1% | -12.3% | -10.9% | -17.2% |
| 1Y | +8.9% | -11.2% | +20.1% | +17.5% |
| All | +8.9% | -11.3% | +20.2% | +17.5% |
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