+376.1%
AEM vs HST
+101.1%
+275.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | +12.5% | -2.8% | +15.3% | +12.6% |
| 3M | +26.9% | -6.5% | +33.4% | +27.2% |
| 6M | -9.4% | +20.7% | -30.2% | -9.8% |
| YTD | +20.3% | +30.5% | -10.2% | +19.7% |
| 1Y | +33.8% | +36.8% | -3.0% | +33.0% |
| 3Y | +349.8% | +65.9% | +283.9% | +346.6% |
| 5Y | +301.0% | +73.9% | +227.1% | +301.8% |
| 10Y | +376.1% | +107.0% | +269.0% | +393.5% |
| All | +376.1% | +101.1% | +275.0% | +393.5% |
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