+5,376.0%
AON vs HST
+1,587.7%
+3,788.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | +22.8% | +13.4% | +9.4% | +20.0% |
| 3M | -5.3% | +16.7% | -22.0% | -8.0% |
| 6M | +8.4% | +24.0% | -15.6% | +4.0% |
| YTD | -3.9% | +54.0% | -57.9% | -11.6% |
| 1Y | -3.1% | +55.0% | -58.1% | -11.0% |
| 3Y | +3.0% | +89.3% | -86.4% | -9.9% |
| 5Y | +16.7% | +85.4% | -68.7% | +1.0% |
| 10Y | +232.6% | +137.1% | +95.5% | +162.5% |
| All | +5,376.0% | +1,587.7% | +3,788.4% | +2,721.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling