+247.2%
HD vs AEM
+356.4%
-109.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.1% | +4.5% | -0.1% |
| 7D | +5.2% | +13.9% | -8.7% | +3.7% |
| 30D | +20.7% | +0.8% | +20.0% | +20.4% |
| 3M | +0.8% | +5.8% | -5.0% | -0.1% |
| 6M | +12.2% | -1.0% | +13.2% | +11.7% |
| YTD | +4.2% | +13.1% | -8.9% | +2.1% |
| 1Y | -2.6% | +14.4% | -17.0% | -4.8% |
| 3Y | +30.0% | +325.7% | -295.7% | +8.7% |
| 5Y | +8.1% | +273.7% | -265.6% | -9.8% |
| 10Y | +247.2% | +390.1% | -142.9% | +178.0% |
| All | +247.2% | +356.4% | -109.2% | +178.0% |
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