-5.2%
HD vs AXTX
-69.7%
+64.4%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +25.3% | -27.6% | -1.7% |
| 7D | -1.2% | +49.3% | -50.5% | -0.2% |
| 30D | -11.1% | -49.1% | +38.0% | -11.9% |
| 3M | +2.0% | -72.6% | +74.6% | +1.7% |
| All | -5.2% | -69.7% | +64.4% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 all: compounded portfolio wealth divided by compounded AXTX 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…
all analysis · Full analysis span regression · Available span rolling