+55.2%
HYG vs AXP
+468.6%
-413.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -0.7% | -2.8% | +2.0% | -0.3% |
| 30D | -0.6% | -5.9% | +5.3% | +0.3% |
| 3M | +0.4% | +2.6% | -2.2% | -0.1% |
| 6M | +1.2% | +6.4% | -5.2% | 0.0% |
| YTD | +1.5% | -12.6% | +14.1% | +3.2% |
| 1Y | +3.2% | +0.2% | +2.9% | +2.5% |
| 3Y | +25.9% | +110.9% | -85.0% | +9.4% |
| 5Y | +18.6% | +114.7% | -96.1% | +1.2% |
| All | +55.2% | +468.6% | -413.4% | +14.6% |
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