+276.2%
HPE vs AXP
+86.8%
+189.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.2% |
| 7D | +7.9% | -0.1% | +8.0% | +7.9% |
| 30D | -23.5% | +4.4% | -27.9% | -25.7% |
| 3M | -19.1% | -6.4% | -12.7% | -16.2% |
| 6M | +51.4% | +4.2% | +47.2% | +46.0% |
| YTD | +103.4% | -12.4% | +115.8% | +116.9% |
| 1Y | +114.4% | -11.1% | +125.5% | +126.3% |
| 3Y | +224.7% | +114.9% | +109.8% | +105.2% |
| All | +276.2% | +86.8% | +189.5% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling