+1,180.9%
AXON vs THC
+1,325.8%
-144.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.1% | -3.5% |
| 7D | -28.7% | +7.5% | -36.2% | -29.8% |
| 30D | -28.3% | +9.6% | -37.9% | -29.6% |
| 3M | -46.9% | +10.3% | -57.2% | -48.0% |
| 6M | -24.9% | +51.8% | -76.7% | -31.3% |
| YTD | -46.6% | +45.4% | -92.0% | -51.1% |
| 1Y | -49.7% | +40.8% | -90.5% | -53.7% |
| 3Y | +40.6% | +448.8% | -408.2% | -6.2% |
| 5Y | +71.9% | +263.4% | -191.5% | +20.7% |
| 10Y | +1,180.9% | +1,800.1% | -619.2% | +543.1% |
| All | +1,180.9% | +1,325.8% | -144.9% | +543.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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