+77.7%
AXON vs THC
+266.8%
-189.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -27.4% | +8.8% | -36.2% | -28.5% |
| 30D | -28.5% | +10.0% | -38.5% | -29.8% |
| 3M | -49.3% | +11.7% | -60.9% | -50.4% |
| 6M | -25.0% | +52.5% | -77.5% | -31.0% |
| YTD | -46.7% | +46.1% | -92.8% | -50.9% |
| 1Y | -48.3% | +49.1% | -97.4% | -52.7% |
| 3Y | +38.8% | +439.6% | -400.8% | -10.9% |
| 5Y | +77.7% | +263.2% | -185.5% | +25.9% |
| All | +77.7% | +266.8% | -189.1% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling