+1,852.6%
AXON vs HAS
+56.4%
+1,796.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -4.0% |
| 7D | -14.2% | -1.8% | -12.4% | -13.7% |
| 30D | -15.4% | +2.3% | -17.7% | -15.9% |
| 3M | +0.5% | +10.4% | -9.9% | -2.9% |
| 6M | -9.5% | -3.2% | -6.3% | -9.4% |
| YTD | -9.2% | +15.4% | -24.6% | -14.2% |
| 1Y | -29.4% | +18.8% | -48.2% | -34.0% |
| 3Y | +139.4% | +43.9% | +95.5% | +103.3% |
| 5Y | +178.9% | +13.9% | +165.0% | +155.5% |
| All | +1,852.6% | +56.4% | +1,796.2% | +1,356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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