+142.9%
HOOD vs AXP
+101.0%
+42.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | -3.2% | -2.9% | -0.4% | -0.4% |
| 30D | -22.6% | +3.7% | -26.3% | -25.2% |
| 3M | -10.4% | -4.9% | -5.5% | -6.1% |
| 6M | +4.7% | +4.1% | +0.6% | +1.0% |
| YTD | -25.2% | -11.7% | -13.5% | -16.2% |
| 1Y | -35.9% | -11.7% | -24.2% | -28.2% |
| 3Y | +927.7% | +116.5% | +811.2% | +469.1% |
| 5Y | +147.5% | +89.5% | +58.0% | +45.1% |
| All | +142.9% | +101.0% | +42.0% | +33.2% |
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