+340.5%
HPE vs AXP
+449.9%
-109.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +2.1% |
| 7D | -18.7% | +0.6% | -19.3% | -19.1% |
| 30D | -37.9% | +5.8% | -43.7% | -40.2% |
| 3M | -14.4% | -6.0% | -8.4% | -11.7% |
| 6M | +48.2% | +0.3% | +47.9% | +46.3% |
| YTD | +88.6% | -12.3% | +100.9% | +100.3% |
| 1Y | +94.8% | -11.2% | +106.0% | +105.2% |
| 3Y | +202.7% | +117.0% | +85.7% | +88.2% |
| 5Y | +231.6% | +93.2% | +138.5% | +114.2% |
| All | +340.5% | +449.9% | -109.4% | +69.7% |
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