+83,065.2%
AXON vs HST
+337.9%
+82,727.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.7% | -4.1% | -7.4% |
| 7D | -12.7% | -4.2% | -8.5% | -10.9% |
| 30D | -8.6% | +9.6% | -18.2% | -11.9% |
| 3M | -37.2% | -1.1% | -36.1% | -36.8% |
| 6M | +0.5% | +21.1% | -20.6% | -7.4% |
| YTD | -32.6% | +47.1% | -79.7% | -42.9% |
| 1Y | -40.2% | +64.0% | -104.2% | -51.9% |
| 3Y | +76.1% | +77.1% | -1.0% | +34.3% |
| 5Y | +109.5% | +71.8% | +37.7% | +57.5% |
| 10Y | +1,640.5% | +146.3% | +1,494.2% | +908.4% |
| All | +83,065.2% | +337.9% | +82,727.3% | +27,469.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling