+8.1%
HD vs AXON
+72.9%
-64.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +5.2% | -27.4% | +32.6% | +9.8% |
| 30D | +20.7% | -28.5% | +49.2% | +26.2% |
| 3M | +0.8% | -49.3% | +50.1% | +10.3% |
| 6M | +12.2% | -25.0% | +37.2% | +15.2% |
| YTD | +4.2% | -46.7% | +50.9% | +11.3% |
| 1Y | -2.6% | -48.3% | +45.7% | +4.5% |
| 3Y | +30.0% | +38.8% | -8.8% | +6.3% |
| 5Y | +8.1% | +77.7% | -69.6% | -21.3% |
| All | +8.1% | +72.9% | -64.8% | -21.3% |
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