+640.6%
HWM vs AON
+9.0%
+631.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -12.5% | -5.9% | -6.6% | -10.6% |
| 30D | -19.0% | -13.7% | -5.3% | -14.7% |
| 3M | -8.6% | -8.3% | -0.3% | -6.2% |
| 6M | -10.2% | -3.6% | -6.5% | -10.0% |
| YTD | +11.3% | -12.4% | +23.7% | +15.3% |
| 1Y | +24.3% | -14.6% | +38.9% | +30.0% |
| 3Y | +382.3% | -5.7% | +388.0% | +380.0% |
| 5Y | +640.6% | +9.1% | +631.5% | +545.3% |
| All | +640.6% | +9.0% | +631.6% | +545.3% |
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