+356.7%
AEM vs HST
+67.0%
+289.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -0.5% | -1.0% | +0.5% | -0.4% |
| 30D | +24.0% | -12.3% | +36.3% | +26.1% |
| 3M | +16.1% | -6.4% | +22.4% | +17.0% |
| 6M | -11.6% | +15.0% | -26.6% | -13.1% |
| YTD | +21.5% | +30.5% | -9.0% | +18.3% |
| 1Y | +39.2% | +35.7% | +3.5% | +35.2% |
| All | +356.7% | +67.0% | +289.7% | +336.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling