+346.7%
AEM vs HBM
+622.7%
-276.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.5% | +4.6% | -1.1% |
| 7D | -5.0% | -3.7% | -1.3% | -4.3% |
| 30D | +8.5% | -3.7% | +12.1% | +9.4% |
| 3M | +29.3% | +8.0% | +21.3% | +26.7% |
| 6M | -12.9% | +15.8% | -28.7% | -16.1% |
| YTD | +16.8% | +34.4% | -17.6% | +9.4% |
| 1Y | +29.8% | +98.2% | -68.3% | +12.4% |
| 3Y | +336.7% | +476.6% | -139.8% | +199.6% |
| 5Y | +299.9% | +331.1% | -31.2% | +177.8% |
| All | +346.7% | +622.7% | -276.0% | +149.4% |
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