+3,356.5%
AEM vs HST
+1,511.7%
+1,844.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +15.8% | -2.7% | +18.5% | +16.0% |
| 30D | +6.2% | +10.7% | -4.5% | +5.5% |
| 3M | +14.3% | +6.3% | +8.1% | +13.9% |
| 6M | +1.4% | +19.0% | -17.6% | +0.2% |
| YTD | +13.7% | +47.0% | -33.3% | +10.8% |
| 1Y | +21.3% | +53.4% | -32.1% | +17.9% |
| 3Y | +309.9% | +78.0% | +231.9% | +292.6% |
| 5Y | +301.0% | +71.7% | +229.3% | +283.0% |
| 10Y | +344.0% | +146.2% | +197.8% | +303.3% |
| All | +3,356.5% | +1,511.7% | +1,844.8% | +2,874.1% |
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