+31,139.8%
HD vs AEM
+3,538.8%
+27,600.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -2.1% | -0.5% | -1.5% | -2.0% |
| 30D | -8.4% | +24.0% | -32.4% | -8.6% |
| 3M | +4.3% | +16.1% | -11.7% | +4.2% |
| 6M | -11.1% | -11.6% | +0.5% | -11.1% |
| YTD | -4.7% | +21.5% | -26.2% | -4.9% |
| 1Y | -19.8% | +39.2% | -59.0% | -20.1% |
| 3Y | +4.1% | +347.4% | -343.3% | +2.7% |
| 5Y | +10.3% | +290.1% | -279.8% | +8.8% |
| 10Y | +203.2% | +357.8% | -154.6% | +199.3% |
| All | +31,139.8% | +3,538.8% | +27,600.9% | +37,200.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling