+148.8%
HYG vs AXON
+3,928.5%
-3,779.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.2% |
| 3M | -2.1% | -48.8% | +46.7% | +2.0% |
| 6M | -0.8% | -16.3% | +15.5% | -0.6% |
| YTD | +0.3% | -44.5% | +44.7% | +2.9% |
| 1Y | +1.8% | -43.4% | +45.2% | +4.2% |
| 3Y | +24.1% | +44.3% | -20.1% | +16.6% |
| 5Y | +17.7% | +85.1% | -67.4% | +6.8% |
| 10Y | +56.8% | +1,060.5% | -1,003.8% | +19.4% |
| All | +148.8% | +3,928.5% | -3,779.7% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling