+44.3%
AXON vs THC
+413.3%
-368.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.1% | -17.1% | -18.0% |
| 7D | -26.8% | +3.7% | -30.5% | -27.1% |
| 30D | -22.9% | +9.0% | -32.0% | -23.7% |
| 3M | -40.1% | +10.4% | -50.5% | -40.8% |
| 6M | -18.9% | +45.7% | -64.5% | -22.0% |
| YTD | -44.9% | +42.6% | -87.5% | -47.0% |
| 1Y | -46.7% | +38.8% | -85.4% | -48.6% |
| 3Y | +44.3% | +418.8% | -374.5% | +8.8% |
| All | +44.3% | +413.3% | -368.9% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling