+2,199.0%
AXON vs USHY
+50.7%
+2,148.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.1% | -4.1% |
| 7D | -14.2% | -0.1% | -14.0% | -13.9% |
| 30D | -15.4% | +0.1% | -15.5% | -15.4% |
| 3M | +0.5% | +0.8% | -0.3% | -0.9% |
| 6M | -9.5% | +1.7% | -11.2% | -12.4% |
| YTD | -9.2% | +2.5% | -11.7% | -13.3% |
| 1Y | -29.4% | +4.4% | -33.8% | -35.2% |
| 3Y | +139.4% | +27.4% | +112.0% | +46.3% |
| 5Y | +178.9% | +21.7% | +157.2% | +94.2% |
| All | +2,199.0% | +50.7% | +2,148.3% | +1,040.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling