+155.0%
HPE vs AON
-16.9%
+171.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.7% | +14.1% | +11.9% |
| 7D | +19.4% | -6.3% | +25.7% | +17.4% |
| 30D | +5.6% | -14.1% | +19.7% | +1.8% |
| 3M | +33.1% | -9.5% | +42.5% | +29.5% |
| 6M | +192.5% | -4.0% | +196.5% | +185.5% |
| YTD | +160.9% | -13.8% | +174.7% | +156.7% |
| 1Y | +155.0% | -18.3% | +173.2% | +159.8% |
| All | +155.0% | -16.9% | +171.9% | +159.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling