+1,224.0%
AON vs HDB
+3,812.1%
-2,588.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -9.1% | +0.4% | -9.5% | -9.1% |
| 30D | -10.2% | -2.8% | -7.4% | -9.7% |
| 3M | +0.5% | -3.5% | +4.0% | +1.0% |
| 6M | -4.8% | -24.7% | +19.9% | +0.3% |
| YTD | -8.0% | -36.6% | +28.6% | +0.4% |
| 1Y | -13.1% | -34.4% | +21.3% | -5.9% |
| 3Y | -1.3% | -24.4% | +23.1% | +2.3% |
| 5Y | +14.9% | -35.4% | +50.3% | +21.6% |
| 10Y | +214.9% | +39.5% | +175.4% | +174.1% |
| All | +1,224.0% | +3,812.1% | -2,588.1% | +481.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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