+112.8%
HL vs AXP
+86.8%
+26.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | -11.1% | -0.1% | -11.0% | -11.0% |
| 30D | -12.1% | +4.4% | -16.5% | -13.5% |
| 3M | -26.1% | -6.4% | -19.7% | -24.0% |
| 6M | -37.7% | +4.2% | -41.9% | -38.6% |
| YTD | -31.7% | -12.4% | -19.3% | -28.3% |
| 1Y | -11.6% | -11.1% | -0.5% | -7.6% |
| 3Y | +249.6% | +114.9% | +134.8% | +136.3% |
| All | +112.8% | +86.8% | +26.1% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling