+272.8%
AXP vs HUT
+221.4%
+51.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +1.3% |
| 7D | -0.1% | +9.3% | -9.5% | -0.8% |
| 30D | +4.4% | -23.1% | +27.6% | +5.7% |
| 3M | -6.4% | -30.6% | +24.2% | -5.1% |
| 6M | +4.2% | -46.9% | +51.0% | +6.6% |
| YTD | -12.4% | +25.3% | -37.7% | -17.2% |
| 1Y | -11.1% | +59.8% | -70.9% | -18.1% |
| 3Y | +114.9% | +467.2% | -352.3% | +68.0% |
| 5Y | +87.4% | -24.6% | +112.1% | +54.4% |
| All | +272.8% | +221.4% | +51.4% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling