+114.5%
HCA vs AXON
+83.1%
+31.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -0.5% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | +6.1% | -22.8% | +28.8% | +8.1% |
| 3M | +21.4% | -48.8% | +70.2% | +27.4% |
| 6M | +17.2% | -16.3% | +33.5% | +18.0% |
| YTD | +7.5% | -44.5% | +51.9% | +11.4% |
| 1Y | +6.2% | -43.4% | +49.6% | +9.8% |
| 3Y | +122.0% | +44.3% | +77.8% | +91.1% |
| All | +114.5% | +83.1% | +31.4% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 5y: compounded portfolio wealth divided by compounded AXON 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…
5y analysis · Full analysis span regression · 6 months rolling