+5,025.2%
AON vs HRB
+3,134.5%
+1,890.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -0.8% |
| 7D | -3.2% | -9.1% | +5.8% | -1.2% |
| 30D | -11.9% | +0.3% | -12.1% | -12.3% |
| 3M | -2.9% | +23.4% | -26.3% | -7.9% |
| 6M | -6.8% | +45.1% | -52.0% | -15.5% |
| YTD | -10.1% | +8.9% | -19.0% | -13.3% |
| 1Y | -14.2% | -7.9% | -6.3% | -14.2% |
| 3Y | -3.3% | +27.9% | -31.2% | -11.6% |
| 5Y | +13.6% | +108.3% | -94.7% | -8.9% |
| 10Y | +209.2% | +208.4% | +0.7% | +109.3% |
| All | +5,025.2% | +3,134.5% | +1,890.7% | +1,712.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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