+182.3%
AXON vs THC
+250.3%
-68.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | -14.2% | -0.7% | -13.5% | -14.0% |
| 30D | -15.4% | +1.3% | -16.7% | -15.6% |
| 3M | +0.5% | +64.2% | -63.8% | -8.6% |
| 6M | -9.5% | +8.3% | -17.8% | -11.2% |
| YTD | -9.2% | +33.4% | -42.6% | -14.9% |
| 1Y | -29.4% | +37.7% | -67.0% | -34.5% |
| 3Y | +139.4% | +236.8% | -97.4% | +72.9% |
| All | +182.3% | +250.3% | -68.0% | +99.8% |
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 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