+1,028.0%
AXON vs HBM
+301.8%
+726.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.4% |
| 7D | -27.4% | +2.4% | -29.8% | -27.8% |
| 30D | -28.5% | -16.0% | -12.5% | -26.5% |
| 3M | -49.3% | -21.3% | -27.9% | -47.4% |
| 6M | -25.0% | -12.2% | -12.8% | -24.6% |
| YTD | -46.7% | +10.7% | -57.4% | -49.3% |
| 1Y | -48.3% | +30.3% | -78.6% | -52.3% |
| 3Y | +38.8% | +432.2% | -393.4% | -5.9% |
| 5Y | +77.7% | +218.8% | -141.1% | +26.9% |
| 10Y | +1,028.0% | +281.4% | +746.7% | +515.4% |
| All | +1,028.0% | +301.8% | +726.3% | +515.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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