+2,084.6%
AXON vs USHY
+50.4%
+2,034.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.6% |
| 7D | -3.3% | -0.1% | -3.2% | -3.0% |
| 30D | -17.8% | 0.0% | -17.8% | -17.7% |
| 3M | +8.3% | +0.8% | +7.4% | +6.7% |
| 6M | -12.4% | +1.9% | -14.3% | -15.4% |
| YTD | -13.7% | +2.3% | -16.0% | -17.2% |
| 1Y | -33.1% | +4.1% | -37.2% | -38.3% |
| 3Y | +128.2% | +27.8% | +100.4% | +38.6% |
| 5Y | +170.5% | +21.5% | +149.0% | +89.1% |
| All | +2,084.6% | +50.4% | +2,034.2% | +988.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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