+18.7%
AEM vs HST
+76.4%
-57.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.3% | +8.4% | +9.1% |
| 7D | +0.2% | +3.3% | -3.1% | -1.2% |
| 30D | +0.1% | +16.4% | -16.3% | -6.2% |
| 3M | +22.1% | +5.5% | +16.6% | +18.6% |
| 6M | +2.4% | +31.1% | -28.7% | -9.8% |
| YTD | +8.9% | +55.9% | -47.0% | -9.7% |
| 1Y | +18.7% | +75.6% | -56.9% | -4.6% |
| All | +18.7% | +76.4% | -57.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling