+5.8%
HD vs AXON
+71.5%
-65.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -18.2% | +16.3% | +0.7% |
| 7D | +4.3% | -26.8% | +31.2% | +8.8% |
| 30D | +20.2% | -22.9% | +43.1% | +24.3% |
| 3M | -1.0% | -40.1% | +39.1% | +5.8% |
| 6M | +7.9% | -18.9% | +26.8% | +9.5% |
| YTD | +2.0% | -44.9% | +46.9% | +8.4% |
| 1Y | -4.3% | -46.7% | +42.4% | +2.2% |
| 3Y | +25.9% | +44.3% | -18.4% | +2.3% |
| All | +5.8% | +71.5% | -65.7% | -22.5% |
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