+19.0%
HYG vs AXON
+167.8%
-148.8%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | -0.2% | -3.3% | +3.2% | 0.0% |
| 30D | -0.1% | -17.8% | +17.7% | +0.8% |
| 3M | +0.7% | +8.3% | -7.6% | -0.1% |
| 6M | +1.5% | -12.4% | +13.9% | +1.7% |
| YTD | +1.9% | -13.7% | +15.7% | +2.0% |
| 1Y | +3.7% | -33.1% | +36.8% | +5.2% |
| 3Y | +26.5% | +128.2% | -101.7% | +13.6% |
| 5Y | +19.0% | +170.5% | -151.5% | -0.5% |
| All | +19.0% | +167.8% | -148.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling