+1,304.8%
AXON vs HST
+142.8%
+1,162.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | 0.0% | -18.1% | -18.2% |
| 7D | -26.8% | -2.7% | -24.1% | -26.0% |
| 30D | -22.9% | +10.7% | -33.6% | -25.7% |
| 3M | -40.1% | +6.3% | -46.3% | -41.4% |
| 6M | -18.9% | +19.0% | -37.9% | -24.0% |
| YTD | -44.9% | +47.0% | -91.9% | -52.3% |
| 1Y | -46.7% | +53.4% | -100.1% | -54.7% |
| 3Y | +44.3% | +78.0% | -33.7% | +13.4% |
| 5Y | +71.4% | +71.7% | -0.3% | +33.8% |
| All | +1,304.8% | +142.8% | +1,162.0% | +959.2% |
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