+148.9%
HYG vs AXP
+659.5%
-510.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.4% | -2.1% | +1.7% | 0.0% |
| 30D | +0.4% | +2.7% | -2.3% | -0.1% |
| 3M | -1.8% | -7.3% | +5.4% | -0.7% |
| 6M | -0.7% | +1.8% | -2.5% | -1.2% |
| YTD | +0.3% | -13.1% | +13.4% | +2.1% |
| 1Y | +1.4% | -13.7% | +15.1% | +3.3% |
| 3Y | +24.1% | +113.1% | -89.0% | +7.3% |
| 5Y | +17.8% | +85.9% | -68.1% | +2.8% |
| 10Y | +56.8% | +416.7% | -359.8% | +10.5% |
| All | +148.9% | +659.5% | -510.5% | +43.4% |
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