+45.1%
AXON vs HST
+82.7%
-37.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -25.3% |
| 3M | -40.1% | +6.3% | -46.3% | -41.2% |
| 6M | -18.9% | +19.0% | -37.9% | -23.1% |
| YTD | -44.9% | +47.0% | -91.9% | -51.3% |
| 1Y | -46.7% | +53.4% | -100.1% | -53.6% |
| All | +45.1% | +82.7% | -37.6% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling