+575.2%
HLT vs AXON
+1,815.8%
-1,240.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.6% | -7.0% | +5.4% | -0.4% |
| 30D | -5.0% | -20.1% | +15.1% | -1.5% |
| 3M | -10.4% | +7.4% | -17.8% | -12.8% |
| 6M | +3.2% | -7.4% | +10.6% | +2.3% |
| YTD | +6.7% | -15.6% | +22.3% | +6.8% |
| 1Y | +10.3% | -36.2% | +46.5% | +15.6% |
| 3Y | +99.3% | +124.8% | -25.5% | +54.5% |
| 5Y | +143.7% | +166.6% | -22.9% | +74.5% |
| All | +575.2% | +1,815.8% | -1,240.6% | +239.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling