+133.6%
HOOD vs AXON
+62.4%
+71.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -5.1% | -27.4% | +22.3% | +9.6% |
| 30D | -25.4% | -28.5% | +3.1% | -13.3% |
| 3M | -14.0% | -49.3% | +35.3% | +17.6% |
| 6M | +5.6% | -25.0% | +30.6% | +14.1% |
| YTD | -28.1% | -46.7% | +18.6% | -9.1% |
| 1Y | -40.1% | -48.3% | +8.1% | -23.1% |
| 3Y | +888.2% | +38.8% | +849.4% | +586.5% |
| 5Y | +135.8% | +77.7% | +58.1% | +10.5% |
| All | +133.6% | +62.4% | +71.2% | +11.7% |
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