+117.6%
AON vs USHY
+50.4%
+67.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | -7.9% | -0.1% | -7.8% | -7.7% |
| 30D | -14.6% | 0.0% | -14.6% | -14.6% |
| 3M | -7.9% | +0.8% | -8.8% | -9.0% |
| 6M | -8.0% | +1.9% | -9.9% | -10.4% |
| YTD | -13.2% | +2.3% | -15.5% | -15.9% |
| 1Y | -16.4% | +4.1% | -20.6% | -21.0% |
| 3Y | -6.7% | +27.8% | -34.4% | -33.1% |
| 5Y | +8.0% | +21.5% | -13.5% | -15.9% |
| All | +117.6% | +50.4% | +67.2% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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