+33,787.5%
HD vs AON
+5,309.2%
+28,478.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.5% |
| 7D | -0.5% | -3.2% | +2.7% | +0.8% |
| 30D | +18.5% | +21.7% | -3.2% | +10.1% |
| 3M | +2.2% | -5.1% | +7.3% | +3.9% |
| 6M | +13.8% | +5.9% | +7.9% | +10.7% |
| YTD | +3.4% | -4.8% | +8.2% | +3.9% |
| 1Y | -3.5% | -4.1% | +0.5% | -3.3% |
| 3Y | +29.0% | +2.0% | +27.0% | +24.4% |
| 5Y | +6.1% | +15.2% | -9.1% | -3.1% |
| 10Y | +242.3% | +229.5% | +12.7% | +106.8% |
| All | +33,787.5% | +5,309.2% | +28,478.3% | +6,286.4% |
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