-18.9%
AXON vs THC
+50.5%
-69.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.1% | -17.1% | -18.0% |
| 7D | -26.8% | +3.7% | -30.5% | -27.2% |
| 30D | -22.9% | +9.0% | -32.0% | -23.8% |
| 3M | -40.1% | +10.4% | -50.5% | -40.7% |
| 6M | -18.9% | +45.7% | -64.5% | -18.2% |
| All | -18.9% | +50.5% | -69.3% | -18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling