+3,336.5%
AEM vs HST
+1,597.5%
+1,739.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.6% | -7.7% | -5.3% |
| 7D | +13.9% | +0.6% | +13.3% | +13.8% |
| 30D | +0.8% | +14.5% | -13.7% | -0.2% |
| 3M | +5.8% | +15.4% | -9.6% | +4.7% |
| 6M | -1.0% | +22.0% | -22.9% | -2.3% |
| YTD | +13.1% | +54.9% | -41.8% | +9.8% |
| 1Y | +14.4% | +54.0% | -39.5% | +11.1% |
| 3Y | +325.7% | +90.4% | +235.3% | +305.9% |
| 5Y | +273.7% | +84.2% | +189.5% | +255.3% |
| 10Y | +390.1% | +144.6% | +245.5% | +345.6% |
| All | +3,336.5% | +1,597.5% | +1,739.0% | +2,846.2% |
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