+455.5%
AXP vs HST
+142.9%
+312.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | +1.1% |
| 7D | +0.4% | -4.2% | +4.6% | +2.9% |
| 30D | +7.0% | +9.6% | -2.5% | +1.2% |
| 3M | -6.6% | -1.1% | -5.5% | -6.3% |
| 6M | +3.5% | +21.1% | -17.6% | -8.6% |
| YTD | -11.2% | +47.1% | -58.3% | -30.4% |
| 1Y | -10.2% | +64.0% | -74.2% | -34.3% |
| 3Y | +120.0% | +77.1% | +42.9% | +51.1% |
| 5Y | +95.6% | +71.8% | +23.8% | +31.6% |
| All | +455.5% | +142.9% | +312.6% | +179.8% |
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