+1,787.9%
AXON vs HBM
+619.2%
+1,168.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -7.0% | -3.3% | -3.8% | -6.6% |
| 30D | -20.1% | -4.8% | -15.3% | -19.5% |
| 3M | +7.4% | -0.4% | +7.9% | +6.5% |
| 6M | -7.4% | +17.9% | -25.3% | -11.7% |
| YTD | -15.6% | +33.7% | -49.3% | -22.0% |
| 1Y | -36.2% | +95.6% | -131.8% | -45.5% |
| 3Y | +124.8% | +458.1% | -333.3% | +51.8% |
| 5Y | +166.6% | +329.0% | -162.4% | +80.5% |
| All | +1,787.9% | +619.2% | +1,168.8% | +887.6% |
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