+433.0%
AME vs HBM
+619.2%
-186.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.3% |
| 7D | +1.7% | -3.3% | +5.0% | +2.3% |
| 30D | -6.4% | -4.8% | -1.6% | -5.9% |
| 3M | +7.1% | -0.4% | +7.5% | +6.3% |
| 6M | +8.2% | +17.9% | -9.7% | +3.2% |
| YTD | +18.2% | +33.7% | -15.5% | +9.4% |
| 1Y | +26.7% | +95.6% | -68.8% | +8.8% |
| 3Y | +60.7% | +458.1% | -397.4% | +8.5% |
| 5Y | +91.6% | +329.0% | -237.4% | +28.6% |
| All | +433.0% | +619.2% | -186.1% | +164.8% |
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