+361.1%
AXP vs HLT
+797.5%
-436.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.4% |
| 7D | +0.6% | +3.8% | -3.2% | -1.7% |
| 30D | +5.8% | +15.6% | -9.7% | -3.5% |
| 3M | -6.0% | +15.1% | -21.1% | -14.3% |
| 6M | +0.3% | +15.3% | -15.0% | -9.0% |
| YTD | -12.3% | +29.1% | -41.4% | -26.2% |
| 1Y | -11.2% | +39.9% | -51.2% | -29.2% |
| 3Y | +117.0% | +138.7% | -21.7% | +23.1% |
| 5Y | +93.2% | +147.4% | -54.2% | +5.0% |
| 10Y | +461.2% | +733.6% | -272.4% | +65.6% |
| All | +361.1% | +797.5% | -436.4% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling