+399.8%
AEM vs HBM
+613.3%
-213.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.9% |
| 7D | -0.5% | -6.4% | +5.8% | +1.1% |
| 30D | +24.0% | +5.9% | +18.1% | +22.5% |
| 3M | +16.1% | -8.9% | +25.0% | +18.5% |
| 6M | -11.6% | +10.7% | -22.3% | -14.0% |
| YTD | +21.5% | +38.3% | -16.7% | +12.5% |
| 1Y | +39.2% | +121.3% | -82.2% | +15.7% |
| 3Y | +347.4% | +450.6% | -103.2% | +193.7% |
| 5Y | +290.1% | +338.0% | -47.8% | +156.7% |
| 10Y | +357.8% | +578.6% | -220.8% | +124.4% |
| All | +399.8% | +613.3% | -213.5% | +171.4% |
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 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