+403.0%
AXP vs HST
+133.9%
+269.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | -2.1% | +3.6% | -5.7% | -4.2% |
| 30D | +2.7% | +9.9% | -7.3% | -3.1% |
| 3M | -7.3% | +12.9% | -20.2% | -14.0% |
| 6M | +1.8% | +22.9% | -21.1% | -10.9% |
| YTD | -13.1% | +52.4% | -65.5% | -33.4% |
| 1Y | -13.7% | +52.5% | -66.3% | -34.0% |
| 3Y | +113.1% | +87.4% | +25.7% | +41.4% |
| 5Y | +85.9% | +82.9% | +3.0% | +20.3% |
| All | +403.0% | +133.9% | +269.1% | +154.4% |
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