+60.4%
HL vs AON
+4,830.5%
-4,770.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.5% | +5.4% | +2.5% |
| 7D | +0.4% | -7.9% | +8.3% | +1.8% |
| 30D | +18.8% | -14.6% | +33.5% | +22.0% |
| 3M | +43.7% | -7.9% | +51.6% | +45.1% |
| 6M | -1.0% | -8.0% | +7.0% | -0.5% |
| YTD | +8.7% | -13.2% | +21.9% | +10.1% |
| 1Y | +105.0% | -16.4% | +121.4% | +108.6% |
| 3Y | +427.3% | -6.7% | +433.9% | +420.7% |
| 5Y | +249.3% | +8.0% | +241.3% | +234.3% |
| 10Y | +284.2% | +205.6% | +78.6% | +206.6% |
| All | +60.4% | +4,830.5% | -4,770.0% | +11.2% |
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