+248.1%
HD vs AON
+228.1%
+20.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | -0.5% | -3.2% | +2.7% | +1.0% |
| 30D | +18.5% | +21.7% | -3.2% | +8.8% |
| 3M | +2.2% | -5.1% | +7.3% | +4.1% |
| 6M | +13.8% | +5.9% | +7.9% | +10.0% |
| YTD | +3.4% | -4.8% | +8.2% | +4.0% |
| 1Y | -3.5% | -4.1% | +0.5% | -3.3% |
| 3Y | +29.0% | +2.0% | +27.0% | +23.0% |
| 5Y | +6.1% | +15.2% | -9.1% | -6.5% |
| All | +248.1% | +228.1% | +20.0% | +83.3% |
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