+7.4%
HD vs AEM
+297.7%
-290.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.1% |
| 7D | -1.2% | +4.3% | -5.5% | -1.6% |
| 30D | -11.1% | +13.1% | -24.3% | -12.4% |
| 3M | +2.0% | +24.8% | -22.7% | -0.7% |
| 6M | -10.5% | -8.2% | -2.2% | -10.1% |
| YTD | -6.9% | +19.8% | -26.7% | -9.2% |
| 1Y | -23.2% | +32.1% | -55.2% | -26.2% |
| 3Y | +3.1% | +348.2% | -345.1% | -17.1% |
| 5Y | +7.4% | +297.5% | -290.1% | -15.4% |
| All | +7.4% | +297.7% | -290.3% | -15.4% |
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