-2.6%
HD vs AXON
-44.3%
+41.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | +18.0% | -22.8% | +40.8% | +21.2% |
| 3M | +2.8% | -48.8% | +51.6% | +9.8% |
| 6M | +17.0% | -16.3% | +33.3% | +19.9% |
| YTD | +3.5% | -44.5% | +48.0% | +10.0% |
| 1Y | -2.6% | -43.4% | +40.8% | +2.7% |
| All | -2.6% | -44.3% | +41.7% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling