+563.1%
HPE vs AON
+204.8%
+358.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.7% | +14.1% | +13.0% |
| 7D | +19.4% | -6.3% | +25.7% | +22.0% |
| 30D | +5.6% | -14.1% | +19.7% | +11.2% |
| 3M | +33.1% | -9.5% | +42.5% | +35.6% |
| 6M | +192.5% | -4.0% | +196.5% | +188.2% |
| YTD | +160.9% | -13.8% | +174.7% | +168.7% |
| 1Y | +155.0% | -18.3% | +173.2% | +168.6% |
| 3Y | +289.4% | -7.2% | +296.6% | +277.6% |
| 5Y | +395.7% | +7.3% | +388.3% | +335.5% |
| All | +563.1% | +204.8% | +358.4% | +210.6% |
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