+396.0%
HPE vs AON
+6.4%
+389.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -1.7% | +14.1% | +12.7% |
| 7D | +19.4% | -6.3% | +25.7% | +20.7% |
| 30D | +5.6% | -14.1% | +19.7% | +8.4% |
| 3M | +33.1% | -9.5% | +42.5% | +33.9% |
| 6M | +192.5% | -4.0% | +196.5% | +188.0% |
| YTD | +160.9% | -13.8% | +174.7% | +165.3% |
| 1Y | +155.0% | -18.3% | +173.2% | +163.9% |
| 3Y | +289.4% | -7.2% | +296.6% | +281.8% |
| All | +396.0% | +6.4% | +389.6% | +345.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling