+304.9%
AEM vs HBM
+327.6%
-22.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.0% |
| 7D | -2.1% | -3.3% | +1.2% | -1.1% |
| 30D | +8.4% | -4.8% | +13.3% | +10.3% |
| 3M | +27.3% | -0.4% | +27.7% | +26.9% |
| 6M | -9.7% | +17.9% | -27.5% | -15.5% |
| YTD | +19.0% | +33.7% | -14.8% | +7.3% |
| 1Y | +31.5% | +95.6% | -64.1% | +5.6% |
| 3Y | +338.7% | +458.1% | -119.4% | +143.9% |
| All | +304.9% | +327.6% | -22.8% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling