+117.0%
AXP vs HST
+77.0%
+40.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.6% | -2.7% | +3.3% | +2.1% |
| 30D | +5.8% | +10.7% | -4.9% | -0.4% |
| 3M | -6.0% | +6.3% | -12.3% | -9.5% |
| 6M | +0.3% | +19.0% | -18.7% | -10.5% |
| YTD | -12.3% | +47.0% | -59.3% | -31.5% |
| 1Y | -11.2% | +53.4% | -64.7% | -32.7% |
| 3Y | +117.0% | +78.0% | +39.0% | +45.5% |
| All | +117.0% | +77.0% | +40.0% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling