+401.7%
HL vs AXP
+110.9%
+290.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | +1.5% | -2.1% | +3.6% | +2.3% |
| 30D | +25.1% | -6.5% | +31.6% | +28.2% |
| 3M | +22.9% | +4.6% | +18.3% | +21.3% |
| 6M | -4.9% | +5.4% | -10.3% | -6.4% |
| YTD | +7.8% | -11.1% | +19.0% | +11.7% |
| 1Y | +133.9% | -0.3% | +134.2% | +132.8% |
| All | +401.7% | +110.9% | +290.7% | +227.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling