+1,046.6%
AXON vs HST
+133.7%
+912.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +0.8% | +3.6% | -2.8% | -0.6% |
| 30D | -22.8% | +11.2% | -34.0% | -25.7% |
| 3M | -48.8% | +13.1% | -61.9% | -51.0% |
| 6M | -16.3% | +23.9% | -40.2% | -22.8% |
| YTD | -44.5% | +52.3% | -96.7% | -52.7% |
| 1Y | -43.4% | +56.7% | -100.1% | -52.3% |
| 3Y | +44.3% | +87.5% | -43.3% | +11.1% |
| 5Y | +85.1% | +82.8% | +2.3% | +41.0% |
| All | +1,046.6% | +133.7% | +912.9% | +742.2% |
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