+335.7%
AEM vs HBM
+456.2%
-120.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -6.8% | +2.2% | -9.1% | -7.3% |
| 30D | +0.8% | -11.8% | +12.6% | +4.0% |
| 3M | -0.8% | -19.2% | +18.4% | +4.5% |
| 6M | -8.5% | -22.9% | +14.4% | -2.9% |
| YTD | +5.9% | +7.8% | -1.9% | +4.1% |
| 1Y | +6.6% | +34.9% | -28.3% | -0.4% |
| 3Y | +302.2% | +422.2% | -120.0% | +169.4% |
| 5Y | +250.8% | +192.8% | +58.0% | +154.1% |
| 10Y | +406.1% | +281.1% | +124.9% | +188.3% |
| All | +335.7% | +456.2% | -120.5% | +151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling