+301.0%
AEM vs HST
+71.5%
+229.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +15.8% | -2.7% | +18.5% | +16.3% |
| 30D | +6.2% | +10.7% | -4.5% | +4.2% |
| 3M | +14.3% | +6.3% | +8.1% | +13.0% |
| 6M | +1.4% | +19.0% | -17.6% | -1.8% |
| YTD | +13.7% | +47.0% | -33.3% | +6.4% |
| 1Y | +21.3% | +53.4% | -32.1% | +12.8% |
| 3Y | +309.9% | +78.0% | +231.9% | +267.6% |
| All | +301.0% | +71.5% | +229.5% | +258.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling