+845.4%
AON vs HBM
+654.4%
+191.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.8% | -8.0% | -2.7% |
| 7D | -3.2% | +7.4% | -10.6% | -3.8% |
| 30D | -11.9% | +5.1% | -16.9% | -12.3% |
| 3M | -2.9% | +11.1% | -14.0% | -4.3% |
| 6M | -6.8% | +30.2% | -37.0% | -10.2% |
| YTD | -10.1% | +46.2% | -56.3% | -14.8% |
| 1Y | -14.2% | +120.0% | -134.3% | -22.3% |
| 3Y | -3.3% | +527.4% | -530.7% | -23.4% |
| 5Y | +13.6% | +400.4% | -386.8% | -10.7% |
| 10Y | +209.2% | +621.5% | -412.3% | +109.4% |
| All | +845.4% | +654.4% | +191.0% | +547.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling