+408.7%
AEM vs HST
+133.7%
+275.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -6.8% | +3.6% | -10.4% | -7.0% |
| 30D | +0.8% | +11.2% | -10.4% | +0.5% |
| 3M | -0.8% | +13.1% | -13.9% | -1.2% |
| 6M | -8.5% | +23.9% | -32.4% | -9.1% |
| YTD | +5.9% | +52.3% | -46.3% | +4.9% |
| 1Y | +6.6% | +56.7% | -50.1% | +5.5% |
| 3Y | +302.2% | +87.5% | +214.7% | +297.2% |
| 5Y | +250.8% | +82.8% | +168.0% | +247.1% |
| All | +408.7% | +133.7% | +275.0% | +420.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling