+1,472.1%
AXTI vs HIG
+313.7%
+1,158.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +5.1% | -1.5% | +6.5% | +5.6% |
| 30D | -17.5% | -0.4% | -17.1% | -17.8% |
| 3M | -26.7% | +6.7% | -33.3% | -29.9% |
| 6M | +36.8% | +2.0% | +34.8% | +31.9% |
| YTD | +296.1% | +0.3% | +295.9% | +284.8% |
| 1Y | +1,810.6% | +4.2% | +1,806.4% | +1,716.4% |
| 3Y | +2,587.6% | +102.2% | +2,485.3% | +1,738.5% |
| 5Y | +601.7% | +118.5% | +483.2% | +357.8% |
| All | +1,472.1% | +313.7% | +1,158.4% | +665.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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