+5.8%
HD vs AXON
+140.4%
-134.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.3% |
| 7D | -2.1% | -14.2% | +12.1% | -0.8% |
| 30D | -8.4% | -15.4% | +7.0% | -7.3% |
| 3M | +4.3% | +0.5% | +3.9% | +3.9% |
| 6M | -11.1% | -9.5% | -1.6% | -11.3% |
| YTD | -4.7% | -9.2% | +4.5% | -4.9% |
| 1Y | -19.8% | -29.4% | +9.6% | -18.5% |
| All | +5.8% | +140.4% | -134.6% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling