+153.5%
HYG vs AXP
+676.4%
-522.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.1% |
| 7D | -0.2% | -2.1% | +1.9% | +0.2% |
| 30D | +0.1% | -6.5% | +6.6% | +1.2% |
| 3M | +0.7% | +4.6% | -4.0% | -0.2% |
| 6M | +1.5% | +5.4% | -4.0% | +0.4% |
| YTD | +2.2% | -11.1% | +13.3% | +3.7% |
| 1Y | +3.9% | -0.3% | +4.2% | +3.3% |
| 3Y | +26.0% | +111.6% | -85.6% | +9.1% |
| 5Y | +19.2% | +117.6% | -98.4% | +1.2% |
| 10Y | +54.8% | +474.1% | -419.3% | +7.1% |
| All | +153.5% | +676.4% | -522.9% | +45.7% |
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