+176.9%
AXON vs BHP
+121.9%
+55.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.4% |
| 7D | -2.5% | +1.3% | -3.8% | -2.8% |
| 30D | -11.5% | +4.0% | -15.5% | -12.3% |
| 3M | +7.3% | +12.3% | -5.0% | +4.3% |
| 6M | -11.9% | +30.8% | -42.8% | -17.9% |
| YTD | -11.0% | +58.8% | -69.8% | -20.8% |
| 1Y | -31.8% | +76.8% | -108.6% | -40.8% |
| 3Y | +135.4% | +87.5% | +47.9% | +94.0% |
| 5Y | +176.9% | +123.9% | +53.0% | +124.2% |
| All | +176.9% | +121.9% | +55.0% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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