+123.6%
HOOD vs AXP
+99.4%
+24.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -5.0% |
| 7D | -3.8% | -0.1% | -3.6% | -3.6% |
| 30D | -23.0% | +4.4% | -27.4% | -26.1% |
| 3M | -21.6% | -6.4% | -15.2% | -16.7% |
| 6M | +1.4% | +4.2% | -2.7% | -2.2% |
| YTD | -31.2% | -12.4% | -18.8% | -22.3% |
| 1Y | -35.9% | -11.1% | -24.8% | -28.9% |
| 3Y | +836.9% | +114.9% | +722.1% | +422.5% |
| 5Y | +121.1% | +87.4% | +33.7% | +30.6% |
| All | +123.6% | +99.4% | +24.2% | +23.5% |
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 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