-5.6%
AON vs HIG
+101.8%
-107.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -5.9% | -2.3% | -3.6% | -4.6% |
| 30D | -13.7% | -1.2% | -12.5% | -13.1% |
| 3M | -8.3% | +6.3% | -14.6% | -11.3% |
| 6M | -3.6% | +0.6% | -4.2% | -4.1% |
| YTD | -12.4% | +0.6% | -13.0% | -12.7% |
| 1Y | -14.6% | +6.1% | -20.8% | -17.5% |
| All | -5.6% | +101.8% | -107.4% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling