+1,484.2%
HWM vs AON
+230.4%
+1,253.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.8% | +1.9% | -3.6% | -2.9% |
| 30D | -2.7% | +23.3% | -26.0% | -13.0% |
| 3M | -22.7% | -5.5% | -17.2% | -20.9% |
| 6M | -18.9% | +8.0% | -27.0% | -23.6% |
| YTD | +7.1% | -4.0% | +11.1% | +6.2% |
| 1Y | +4.7% | -1.7% | +6.4% | +2.4% |
| 3Y | +345.6% | +2.9% | +342.7% | +314.9% |
| 5Y | +588.3% | +17.2% | +571.1% | +477.8% |
| 10Y | +1,516.2% | +225.8% | +1,290.4% | +595.5% |
| All | +1,484.2% | +230.4% | +1,253.8% | +581.6% |
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 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