+440.7%
AME vs HBM
+281.1%
+159.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.6% |
| 7D | +5.9% | +2.2% | +3.6% | +5.4% |
| 30D | -1.9% | -11.8% | +9.9% | +0.2% |
| 3M | -5.4% | -19.2% | +13.8% | -2.1% |
| 6M | +4.9% | -22.9% | +27.8% | +8.2% |
| YTD | +18.5% | +7.8% | +10.7% | +13.7% |
| 1Y | +25.5% | +34.9% | -9.5% | +15.5% |
| 3Y | +63.0% | +422.2% | -359.2% | +11.1% |
| 5Y | +78.3% | +192.8% | -114.5% | +28.8% |
| All | +440.7% | +281.1% | +159.6% | +193.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling