+717.5%
HPE vs AON
+268.2%
+449.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.5% | +8.6% | +6.5% |
| 7D | +13.6% | -7.9% | +21.6% | +17.2% |
| 30D | +7.7% | -14.6% | +22.4% | +14.2% |
| 3M | +22.4% | -7.9% | +30.3% | +24.0% |
| 6M | +172.6% | -8.0% | +180.6% | +174.5% |
| YTD | +147.5% | -13.2% | +160.7% | +154.9% |
| 1Y | +151.8% | -16.4% | +168.2% | +163.4% |
| 3Y | +267.1% | -6.7% | +273.7% | +254.8% |
| 5Y | +362.8% | +8.0% | +354.7% | +303.0% |
| 10Y | +540.2% | +205.6% | +334.5% | +157.3% |
| All | +717.5% | +268.2% | +449.2% | +171.7% |
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