+3,912.3%
AEHR vs HBM
+619.2%
+3,293.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +9.8% | -3.3% | +13.1% | +11.0% |
| 30D | -26.7% | -4.8% | -21.9% | -25.6% |
| 3M | -8.1% | -0.4% | -7.7% | -7.3% |
| 6M | +123.1% | +17.9% | +105.2% | +116.3% |
| YTD | +369.0% | +33.7% | +335.3% | +340.2% |
| 1Y | +256.4% | +95.6% | +160.8% | +201.1% |
| 3Y | +96.4% | +458.1% | -361.8% | +23.4% |
| 5Y | +836.6% | +329.0% | +507.6% | +516.0% |
| All | +3,912.3% | +619.2% | +3,293.1% | +2,035.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling