+5,143.6%
AON vs THC
+508.9%
+4,634.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -9.1% | -0.7% | -8.4% | -9.0% |
| 30D | -10.2% | +1.3% | -11.5% | -10.4% |
| 3M | +0.5% | +64.2% | -63.8% | -5.5% |
| 6M | -4.8% | +8.3% | -13.1% | -6.2% |
| YTD | -8.0% | +33.4% | -41.4% | -11.7% |
| 1Y | -13.1% | +37.7% | -50.7% | -17.1% |
| 3Y | -1.3% | +236.8% | -238.1% | -16.9% |
| 5Y | +14.9% | +249.3% | -234.3% | -6.0% |
| 10Y | +214.9% | +995.2% | -780.3% | +102.0% |
| All | +5,143.6% | +508.9% | +4,634.8% | +2,674.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling