+116.4%
HPE vs AXP
-6.4%
+122.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.2% | -7.8% | -6.3% |
| 7D | -17.0% | +4.6% | -21.6% | -18.1% |
| 30D | -26.7% | +9.7% | -36.5% | -29.1% |
| 3M | -4.1% | -3.8% | -0.4% | -2.6% |
| 6M | +75.4% | +4.8% | +70.6% | +71.9% |
| YTD | +111.0% | -9.1% | +120.1% | +123.5% |
| 1Y | +116.4% | -6.7% | +123.1% | +122.4% |
| All | +116.4% | -6.4% | +122.8% | +122.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling