+9.1%
AON vs HBM
+336.0%
-326.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.5% | +1.2% |
| 7D | -5.9% | -3.7% | -2.1% | -5.8% |
| 30D | -13.7% | -3.7% | -10.0% | -13.6% |
| 3M | -8.3% | +8.0% | -16.3% | -8.6% |
| 6M | -3.6% | +15.8% | -19.4% | -4.6% |
| YTD | -12.4% | +34.4% | -46.7% | -14.3% |
| 1Y | -14.6% | +98.2% | -112.8% | -18.9% |
| 3Y | -5.7% | +476.6% | -482.3% | -20.0% |
| 5Y | +9.1% | +331.1% | -322.0% | -6.2% |
| All | +9.1% | +336.0% | -326.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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