+467.1%
AXP vs HLT
+572.6%
-105.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.9% |
| 7D | -2.5% | -1.5% | -1.0% | -1.5% |
| 30D | -5.0% | -1.2% | -3.8% | -4.3% |
| 3M | +1.4% | -10.3% | +11.7% | +8.8% |
| 6M | +6.0% | +1.3% | +4.7% | +3.9% |
| YTD | -12.3% | +7.0% | -19.3% | -17.4% |
| 1Y | +0.3% | +11.9% | -11.6% | -8.8% |
| 3Y | +111.7% | +100.7% | +11.0% | +27.0% |
| 5Y | +114.5% | +147.5% | -33.0% | +7.8% |
| 10Y | +467.1% | +586.5% | -119.5% | +65.7% |
| All | +467.1% | +572.6% | -105.6% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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