+1,786.3%
AME vs HBM
+613.3%
+1,173.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +0.6% | -6.4% | +7.0% | +1.8% |
| 30D | -6.7% | +5.9% | -12.6% | -7.8% |
| 3M | +4.1% | -8.9% | +13.0% | +4.7% |
| 6M | +1.6% | +10.7% | -9.1% | -1.9% |
| YTD | +16.1% | +38.3% | -22.1% | +7.0% |
| 1Y | +27.3% | +121.3% | -94.0% | +7.0% |
| 3Y | +50.9% | +450.6% | -399.7% | +2.9% |
| 5Y | +81.4% | +338.0% | -256.6% | +22.3% |
| 10Y | +417.0% | +578.6% | -161.6% | +171.5% |
| All | +1,786.3% | +613.3% | +1,173.0% | +671.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling