+621.7%
HPE vs AXP
+393.3%
+228.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.1% | -3.4% | -3.8% |
| 7D | -0.6% | -2.1% | +1.5% | +0.7% |
| 30D | -2.3% | -6.5% | +4.2% | +1.6% |
| 3M | -2.9% | +4.6% | -7.5% | -5.7% |
| 6M | +143.6% | +5.4% | +138.1% | +134.2% |
| YTD | +118.5% | -11.1% | +129.6% | +131.3% |
| 1Y | +129.2% | -0.3% | +129.5% | +126.1% |
| 3Y | +212.5% | +111.6% | +100.9% | +100.7% |
| 5Y | +286.9% | +117.6% | +169.3% | +136.6% |
| 10Y | +432.3% | +474.1% | -41.8% | +96.3% |
| All | +621.7% | +393.3% | +228.4% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling