+1,472.1%
AXTI vs HYG
+56.1%
+1,416.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.2% |
| 7D | +5.1% | -0.7% | +5.8% | +7.1% |
| 30D | -17.5% | -0.7% | -16.7% | -15.8% |
| 3M | -26.7% | -0.2% | -26.5% | -25.8% |
| 6M | +36.8% | +1.4% | +35.3% | +33.1% |
| YTD | +296.1% | +1.5% | +294.7% | +287.6% |
| 1Y | +1,810.6% | +2.9% | +1,807.7% | +1,717.6% |
| 3Y | +2,587.6% | +25.6% | +2,561.9% | +1,517.8% |
| 5Y | +601.7% | +18.6% | +583.2% | +408.3% |
| All | +1,472.1% | +56.1% | +1,416.0% | +595.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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