+5.2%
HD vs AEM
+299.8%
-294.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.2% | -2.0% |
| 7D | +4.3% | +15.8% | -11.5% | +2.6% |
| 30D | +20.2% | +6.2% | +14.0% | +19.1% |
| 3M | -1.0% | +14.3% | -15.3% | -2.8% |
| 6M | +7.9% | +1.4% | +6.5% | +7.1% |
| YTD | +2.0% | +13.7% | -11.7% | -0.3% |
| 1Y | -4.3% | +21.3% | -25.6% | -7.2% |
| 3Y | +25.9% | +309.9% | -284.0% | +1.4% |
| All | +5.2% | +299.8% | -294.7% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling