+1,729.1%
HCA vs AON
+603.3%
+1,125.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.6% |
| 7D | +2.9% | -5.9% | +8.8% | +5.9% |
| 30D | +2.4% | -13.7% | +16.0% | +9.5% |
| 3M | +13.0% | -8.3% | +21.3% | +17.2% |
| 6M | -21.4% | -3.6% | -17.7% | -20.8% |
| YTD | -9.5% | -12.4% | +2.9% | -5.1% |
| 1Y | +7.5% | -14.6% | +22.2% | +14.1% |
| 3Y | +57.6% | -5.7% | +63.3% | +54.4% |
| 5Y | +71.1% | +9.1% | +62.0% | +52.8% |
| 10Y | +498.8% | +208.7% | +290.1% | +191.9% |
| All | +1,729.1% | +603.3% | +1,125.8% | +416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling