+3,594.0%
AEM vs HST
+1,330.6%
+2,263.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +25.1% |
| 3M | +16.1% | -6.4% | +22.4% | +16.6% |
| 6M | -11.6% | +15.0% | -26.6% | -12.5% |
| YTD | +21.5% | +30.5% | -9.0% | +19.4% |
| 1Y | +39.2% | +35.7% | +3.5% | +36.3% |
| 3Y | +347.4% | +68.4% | +279.1% | +330.2% |
| 5Y | +290.1% | +73.1% | +217.0% | +272.8% |
| 10Y | +357.8% | +92.7% | +265.1% | +323.4% |
| All | +3,594.0% | +1,330.6% | +2,263.4% | +3,104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling