+6,763.5%
AXP vs HST
+1,609.3%
+5,154.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.6% |
| 7D | +4.6% | +3.3% | +1.3% | +3.2% |
| 30D | +9.7% | +16.4% | -6.6% | +2.8% |
| 3M | -3.8% | +5.5% | -9.2% | -6.1% |
| 6M | +4.8% | +31.1% | -26.3% | -7.1% |
| YTD | -9.1% | +55.9% | -65.0% | -25.2% |
| 1Y | -6.7% | +75.6% | -82.3% | -27.2% |
| 3Y | +125.2% | +87.8% | +37.4% | +70.2% |
| 5Y | +105.0% | +86.6% | +18.3% | +52.7% |
| 10Y | +481.5% | +161.1% | +320.4% | +267.1% |
| All | +6,763.5% | +1,609.3% | +5,154.2% | +1,852.4% |
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 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