+117.0%
AXP vs HST
+74.0%
+43.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.1% | -1.0% | -1.1% | -1.5% |
| 30D | -6.5% | -12.3% | +5.7% | +0.4% |
| 3M | +4.6% | -6.4% | +11.0% | +8.1% |
| 6M | +5.4% | +15.0% | -9.6% | -3.8% |
| YTD | -11.1% | +30.5% | -41.6% | -24.6% |
| 1Y | -0.3% | +35.7% | -36.0% | -17.6% |
| 3Y | +111.6% | +68.4% | +43.2% | +51.5% |
| All | +117.0% | +74.0% | +43.0% | +46.9% |
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