-3.3%
AON vs THC
+253.4%
-256.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | -3.2% | -2.6% | -0.7% | -3.0% |
| 30D | -11.9% | -1.2% | -10.7% | -11.8% |
| 3M | -2.9% | +58.9% | -61.8% | -6.4% |
| 6M | -6.8% | +9.3% | -16.2% | -7.8% |
| YTD | -10.1% | +30.4% | -40.4% | -12.3% |
| 1Y | -14.2% | +34.6% | -48.8% | -16.7% |
| 3Y | -3.3% | +246.7% | -249.9% | -11.9% |
| All | -3.3% | +253.4% | -256.7% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling