+26.7%
HYG vs AXP
+115.0%
-88.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | -0.1% | -4.3% | +4.3% | +0.3% |
| 3M | +1.0% | +4.7% | -3.7% | +0.4% |
| 6M | +2.3% | +9.0% | -6.7% | +1.3% |
| YTD | +2.1% | -11.1% | +13.3% | +3.1% |
| 1Y | +3.8% | +1.3% | +2.5% | +3.2% |
| 3Y | +26.7% | +114.5% | -87.8% | +14.9% |
| All | +26.7% | +115.0% | -88.3% | +14.9% |
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