+237.8%
HPE vs AXP
+116.9%
+120.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +4.9% | +4.9% |
| 7D | +0.3% | -2.9% | +3.2% | +2.3% |
| 30D | -28.6% | +3.7% | -32.3% | -30.4% |
| 3M | -7.4% | -4.9% | -2.5% | -4.7% |
| 6M | +63.7% | +4.1% | +59.6% | +57.3% |
| YTD | +111.7% | -11.7% | +123.4% | +127.0% |
| 1Y | +123.5% | -11.7% | +135.2% | +139.4% |
| All | +237.8% | +116.9% | +120.9% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling