+1,852.6%
AXON vs HST
+92.5%
+1,760.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.3% |
| 7D | -14.2% | -1.0% | -13.1% | -13.8% |
| 30D | -15.4% | -12.3% | -3.1% | -11.0% |
| 3M | +0.5% | -6.4% | +6.8% | +2.9% |
| 6M | -9.5% | +15.0% | -24.5% | -14.2% |
| YTD | -9.2% | +30.5% | -39.7% | -18.0% |
| 1Y | -29.4% | +35.7% | -65.0% | -37.5% |
| 3Y | +139.4% | +68.4% | +71.0% | +91.4% |
| 5Y | +178.9% | +73.1% | +105.8% | +116.7% |
| All | +1,852.6% | +92.5% | +1,760.0% | +1,346.5% |
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