+1,269.9%
AON vs HDB
+4,239.1%
-2,969.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -3.2% | +4.1% | -7.3% | -4.0% |
| 30D | +21.7% | +13.0% | +8.7% | +18.7% |
| 3M | -5.1% | +11.3% | -16.4% | -7.3% |
| 6M | +5.9% | +6.9% | -1.0% | +4.1% |
| YTD | -4.8% | -29.6% | +24.8% | +1.5% |
| 1Y | -4.1% | -29.5% | +25.5% | +2.3% |
| 3Y | +2.0% | -8.1% | +10.1% | +1.5% |
| 5Y | +15.2% | -23.4% | +38.6% | +17.6% |
| 10Y | +229.5% | +62.9% | +166.6% | +177.6% |
| All | +1,269.9% | +4,239.1% | -2,969.3% | +488.2% |
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