+1,016.4%
AXON vs HST
+133.9%
+882.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -19.7% | +3.6% | -23.3% | -20.8% |
| 30D | -25.7% | +9.9% | -35.6% | -28.2% |
| 3M | -48.8% | +12.9% | -61.7% | -51.0% |
| 6M | -22.0% | +22.9% | -44.9% | -27.8% |
| YTD | -45.9% | +52.4% | -98.3% | -53.9% |
| 1Y | -46.1% | +52.5% | -98.6% | -54.1% |
| 3Y | +40.9% | +87.4% | -46.5% | +8.6% |
| 5Y | +80.2% | +82.9% | -2.7% | +37.3% |
| All | +1,016.4% | +133.9% | +882.5% | +719.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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