+34,054.1%
HD vs AON
+5,356.5%
+28,697.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +5.2% | +1.9% | +3.3% | +4.5% |
| 30D | +20.7% | +23.3% | -2.6% | +11.6% |
| 3M | +0.8% | -5.5% | +6.3% | +2.7% |
| 6M | +12.2% | +8.0% | +4.2% | +8.3% |
| YTD | +4.2% | -4.0% | +8.2% | +4.4% |
| 1Y | -2.6% | -1.7% | -0.8% | -3.2% |
| 3Y | +30.0% | +2.9% | +27.1% | +25.0% |
| 5Y | +8.1% | +17.2% | -9.1% | -1.9% |
| 10Y | +247.2% | +225.8% | +21.4% | +110.6% |
| All | +34,054.1% | +5,356.5% | +28,697.5% | +6,315.2% |
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