-3.3%
AON vs HST
+68.6%
-71.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -3.2% | +2.0% | -5.2% | -3.5% |
| 30D | -11.9% | -5.2% | -6.6% | -11.2% |
| 3M | -2.9% | -6.2% | +3.4% | -2.1% |
| 6M | -6.8% | +20.4% | -27.3% | -9.9% |
| YTD | -10.1% | +30.6% | -40.7% | -14.3% |
| 1Y | -14.2% | +37.4% | -51.6% | -19.1% |
| 3Y | -3.3% | +66.1% | -69.4% | -16.3% |
| All | -3.3% | +68.6% | -71.9% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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