+498.2%
HCA vs AON
+204.8%
+293.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.0% | +2.1% |
| 7D | +5.4% | -6.3% | +11.7% | +8.5% |
| 30D | +3.0% | -14.1% | +17.1% | +10.0% |
| 3M | +13.0% | -9.5% | +22.5% | +17.7% |
| 6M | -20.3% | -4.0% | -16.2% | -19.5% |
| YTD | -8.2% | -13.8% | +5.6% | -3.2% |
| 1Y | +6.7% | -18.3% | +25.0% | +15.5% |
| 3Y | +60.4% | -7.2% | +67.6% | +58.4% |
| 5Y | +73.4% | +7.3% | +66.1% | +55.8% |
| All | +498.2% | +204.8% | +293.4% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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