+55.2%
HYG vs AXON
+1,813.9%
-1,758.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | -0.7% | -11.0% | +10.3% | -0.1% |
| 30D | -0.6% | -24.7% | +24.2% | +0.9% |
| 3M | +0.4% | +7.0% | -6.6% | -0.4% |
| 6M | +1.2% | -9.6% | +10.9% | +1.1% |
| YTD | +1.5% | -15.7% | +17.2% | +1.6% |
| 1Y | +3.2% | -35.9% | +39.1% | +4.8% |
| 3Y | +25.9% | +123.0% | -97.1% | +16.0% |
| 5Y | +18.6% | +166.3% | -147.7% | +5.9% |
| All | +55.2% | +1,813.9% | -1,758.6% | +26.9% |
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