+480.1%
AXTI vs HST
+273.5%
+206.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.3% | +9.4% | +9.6% |
| 7D | +5.1% | -1.0% | +6.2% | +5.5% |
| 30D | -10.2% | -12.3% | +2.1% | -6.2% |
| 3M | -41.8% | -6.4% | -35.5% | -40.8% |
| 6M | +57.5% | +15.0% | +42.5% | +49.2% |
| YTD | +277.0% | +30.5% | +246.5% | +240.5% |
| 1Y | +1,982.4% | +35.7% | +1,946.8% | +1,751.3% |
| 3Y | +2,234.8% | +68.4% | +2,166.5% | +1,853.2% |
| 5Y | +528.3% | +73.1% | +455.2% | +419.3% |
| 10Y | +1,310.5% | +92.7% | +1,217.8% | +988.6% |
| All | +480.1% | +273.5% | +206.6% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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