+89.6%
AXP vs HST
+71.5%
+18.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | -6.0% | +6.3% | -12.3% | -9.3% |
| 6M | +0.3% | +19.0% | -18.7% | -9.9% |
| YTD | -12.3% | +47.0% | -59.3% | -30.4% |
| 1Y | -11.2% | +53.4% | -64.7% | -31.4% |
| 3Y | +117.0% | +78.0% | +39.0% | +50.9% |
| All | +89.6% | +71.5% | +18.1% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling