+649.7%
HBM vs AEIS
+3,332.2%
-2,682.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | +5.5% | +6.5% | -0.9% | +2.7% |
| 30D | +3.3% | -9.2% | +12.5% | +7.1% |
| 3M | +12.7% | -8.3% | +21.0% | +14.5% |
| 6M | +28.2% | -6.3% | +34.5% | +27.9% |
| YTD | +45.3% | +36.5% | +8.8% | +22.0% |
| 1Y | +121.7% | +84.8% | +36.9% | +61.6% |
| 3Y | +523.5% | +176.6% | +346.9% | +267.2% |
| 5Y | +393.9% | +237.1% | +156.8% | +162.0% |
| 10Y | +647.9% | +554.7% | +93.2% | +182.9% |
| All | +649.7% | +3,332.2% | -2,682.5% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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