+210.2%
HD vs AEM
+349.9%
-139.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.8% | +3.0% | -4.8% | -2.1% |
| 30D | -10.8% | +12.5% | -23.3% | -12.0% |
| 3M | -2.7% | +26.9% | -29.6% | -5.2% |
| 6M | -10.3% | -9.4% | -0.8% | -9.9% |
| YTD | -7.8% | +20.3% | -28.1% | -10.0% |
| 1Y | -23.1% | +33.8% | -56.9% | -26.0% |
| 3Y | +2.0% | +349.8% | -347.8% | -14.4% |
| 5Y | +6.2% | +301.0% | -294.8% | -11.1% |
| 10Y | +210.2% | +376.1% | -165.9% | +151.9% |
| All | +210.2% | +349.9% | -139.8% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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