+246.3%
HPE vs AON
-5.9%
+252.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.3% | -6.2% |
| 7D | +1.4% | -5.9% | +7.3% | +1.4% |
| 30D | +1.5% | -13.7% | +15.2% | +1.5% |
| 3M | +21.7% | -8.3% | +30.0% | +21.0% |
| 6M | +164.2% | -3.6% | +167.8% | +160.5% |
| YTD | +132.1% | -12.4% | +144.4% | +132.5% |
| 1Y | +130.6% | -14.6% | +145.3% | +132.5% |
| All | +246.3% | -5.9% | +252.2% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling