+249.0%
AEM vs HBM
+194.0%
+54.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -6.8% | +2.2% | -9.1% | -7.6% |
| 30D | +0.8% | -11.8% | +12.6% | +5.5% |
| 3M | -0.8% | -19.2% | +18.4% | +7.1% |
| 6M | -8.5% | -22.9% | +14.4% | -0.4% |
| YTD | +5.9% | +7.8% | -1.9% | +3.2% |
| 1Y | +6.6% | +34.9% | -28.3% | -3.2% |
| 3Y | +302.2% | +422.2% | -120.0% | +128.3% |
| All | +249.0% | +194.0% | +54.9% | +114.0% |
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