+89.6%
AXP vs HLT
+146.7%
-57.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +0.6% | +3.8% | -3.2% | -1.8% |
| 30D | +5.8% | +15.6% | -9.7% | -3.9% |
| 3M | -6.0% | +15.1% | -21.1% | -14.6% |
| 6M | +0.3% | +15.3% | -15.0% | -9.4% |
| YTD | -12.3% | +29.1% | -41.4% | -27.0% |
| 1Y | -11.2% | +39.9% | -51.2% | -30.3% |
| 3Y | +117.0% | +138.7% | -21.7% | +18.5% |
| All | +89.6% | +146.7% | -57.1% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling