+1,773.8%
HWM vs AON
+216.6%
+1,557.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | -2.1% | -9.1% | +7.0% | +2.9% |
| 30D | -11.0% | -10.2% | -0.7% | -6.0% |
| 3M | +4.0% | +0.5% | +3.5% | +2.7% |
| 6M | -0.2% | -4.8% | +4.6% | +0.6% |
| YTD | +26.7% | -8.0% | +34.6% | +29.1% |
| 1Y | +44.7% | -13.1% | +57.8% | +51.9% |
| 3Y | +426.1% | -1.3% | +427.4% | +402.9% |
| 5Y | +738.5% | +14.9% | +723.6% | +607.9% |
| All | +1,773.8% | +216.6% | +1,557.2% | +728.5% |
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