+132.4%
HOOD vs AXP
+99.6%
+32.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +4.4% |
| 7D | -4.8% | +0.6% | -5.4% | -5.3% |
| 30D | -26.1% | +5.8% | -31.9% | -30.0% |
| 3M | -10.8% | -6.0% | -4.8% | -5.6% |
| 6M | +2.4% | +0.3% | +2.1% | +2.1% |
| YTD | -28.5% | -12.3% | -16.2% | -19.4% |
| 1Y | -36.3% | -11.2% | -25.1% | -29.1% |
| 3Y | +743.7% | +117.0% | +626.7% | +366.9% |
| 5Y | +118.6% | +93.2% | +25.4% | +28.3% |
| All | +132.4% | +99.6% | +32.7% | +28.2% |
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