+71.9%
AXON vs HIG
+109.3%
-37.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.8% | -3.4% |
| 7D | -28.7% | -0.5% | -28.2% | -28.5% |
| 30D | -28.3% | +4.5% | -32.8% | -29.3% |
| 3M | -46.9% | -5.5% | -41.4% | -45.8% |
| 6M | -24.9% | +3.1% | -28.0% | -25.9% |
| YTD | -46.6% | -0.8% | -45.8% | -46.8% |
| 1Y | -49.7% | +6.1% | -55.8% | -51.3% |
| 3Y | +40.6% | +94.1% | -53.6% | +5.3% |
| 5Y | +71.9% | +106.4% | -34.6% | +18.9% |
| All | +71.9% | +109.3% | -37.4% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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