+364.7%
AXP vs HLT
+820.1%
-455.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.4% |
| 7D | -0.6% | +4.4% | -5.0% | -3.3% |
| 30D | +5.0% | +16.3% | -11.3% | -4.7% |
| 3M | -4.2% | +22.2% | -26.4% | -15.9% |
| 6M | +2.9% | +20.0% | -17.0% | -8.9% |
| YTD | -11.6% | +32.4% | -44.0% | -26.8% |
| 1Y | -11.1% | +38.6% | -49.7% | -28.6% |
| 3Y | +116.7% | +136.4% | -19.7% | +23.6% |
| 5Y | +89.6% | +162.8% | -73.2% | -0.8% |
| 10Y | +428.4% | +720.3% | -291.9% | +55.7% |
| All | +364.7% | +820.1% | -455.4% | +29.4% |
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