+297.4%
AEM vs HST
+73.7%
+223.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -3.0% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | +8.5% | -0.7% | +9.1% | +8.6% |
| 3M | +29.3% | -4.0% | +33.3% | +30.1% |
| 6M | -12.9% | +20.7% | -33.6% | -15.6% |
| YTD | +16.8% | +31.0% | -14.3% | +11.8% |
| 1Y | +29.8% | +36.2% | -6.4% | +23.6% |
| 3Y | +336.7% | +66.6% | +270.1% | +297.8% |
| All | +297.4% | +73.7% | +223.7% | +266.9% |
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