+55.6%
HYG vs AXON
+1,058.0%
-1,002.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | +0.7% | -22.8% | +23.5% | +2.0% |
| 3M | -2.1% | -48.8% | +46.7% | +1.3% |
| 6M | -0.8% | -16.3% | +15.5% | -0.7% |
| YTD | +0.3% | -44.5% | +44.7% | +2.5% |
| 1Y | +1.8% | -43.4% | +45.2% | +3.8% |
| 3Y | +24.1% | +44.3% | -20.1% | +16.6% |
| 5Y | +17.7% | +85.1% | -67.4% | +6.6% |
| All | +55.6% | +1,058.0% | -1,002.4% | +27.6% |
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