+594.5%
HWM vs AON
+17.1%
+577.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.8% | +1.9% | -3.6% | -2.5% |
| 30D | -2.7% | +23.3% | -26.0% | -10.0% |
| 3M | -22.7% | -5.5% | -17.2% | -21.3% |
| 6M | -18.9% | +8.0% | -27.0% | -22.1% |
| YTD | +7.1% | -4.0% | +11.1% | +7.2% |
| 1Y | +4.7% | -1.7% | +6.4% | +3.6% |
| 3Y | +345.6% | +2.9% | +342.7% | +328.6% |
| All | +594.5% | +17.1% | +577.4% | +504.6% |
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 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