+6,610.0%
AXP vs HST
+1,330.6%
+5,279.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.1% | -1.0% | -1.1% | -1.7% |
| 30D | -6.5% | -12.3% | +5.7% | -1.3% |
| 3M | +4.6% | -6.4% | +11.0% | +7.3% |
| 6M | +5.4% | +15.0% | -9.6% | -1.3% |
| YTD | -11.1% | +30.5% | -41.6% | -21.1% |
| 1Y | -0.3% | +35.7% | -36.0% | -13.1% |
| 3Y | +111.6% | +68.4% | +43.2% | +67.5% |
| 5Y | +117.6% | +73.1% | +44.5% | +67.6% |
| 10Y | +474.1% | +92.7% | +381.4% | +309.6% |
| All | +6,610.0% | +1,330.6% | +5,279.4% | +1,959.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling