+202.6%
AON vs THC
+1,021.1%
-818.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.2% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | -13.7% | +1.5% | -15.2% | -13.9% |
| 3M | -8.3% | +59.9% | -68.2% | -13.2% |
| 6M | -3.6% | +11.0% | -14.6% | -5.2% |
| YTD | -12.4% | +32.6% | -44.9% | -15.7% |
| 1Y | -14.6% | +37.4% | -52.0% | -18.4% |
| 3Y | -5.7% | +252.5% | -258.3% | -20.6% |
| 5Y | +9.1% | +262.3% | -253.2% | -10.5% |
| All | +202.6% | +1,021.1% | -818.5% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling