+389.9%
HWM vs AON
-3.6%
+393.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.3% | -8.4% | -10.2% |
| 7D | -9.2% | -3.2% | -5.9% | -8.4% |
| 30D | -17.9% | -11.9% | -6.0% | -15.5% |
| 3M | -6.0% | -2.9% | -3.2% | -5.6% |
| 6M | -7.4% | -6.8% | -0.5% | -6.1% |
| YTD | +13.1% | -10.1% | +23.2% | +15.6% |
| 1Y | +29.3% | -14.2% | +43.5% | +34.4% |
| 3Y | +389.9% | -3.3% | +393.2% | +401.6% |
| All | +389.9% | -3.6% | +393.6% | +401.6% |
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 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