+448.7%
AXP vs HST
+142.8%
+305.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | -2.7% | +3.3% | +2.2% |
| 30D | +5.8% | +10.7% | -4.9% | -0.5% |
| 3M | -6.0% | +6.3% | -12.3% | -9.6% |
| 6M | +0.3% | +19.0% | -18.7% | -10.4% |
| YTD | -12.3% | +47.0% | -59.3% | -31.2% |
| 1Y | -11.2% | +53.4% | -64.7% | -32.3% |
| 3Y | +117.0% | +78.0% | +39.0% | +48.6% |
| 5Y | +93.2% | +71.7% | +21.5% | +30.0% |
| All | +448.7% | +142.8% | +305.9% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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