+34,084.2%
HD vs AEM
+3,205.2%
+30,879.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.1% |
| 7D | -1.2% | +1.4% | -2.5% | -1.2% |
| 30D | +20.9% | -1.2% | +22.1% | +20.9% |
| 3M | -0.2% | +2.5% | -2.7% | -0.2% |
| 6M | +14.5% | -5.1% | +19.6% | +14.5% |
| YTD | +4.3% | +10.4% | -6.1% | +4.2% |
| 1Y | -3.5% | +11.8% | -15.2% | -3.6% |
| 3Y | +30.1% | +315.6% | -285.5% | +28.5% |
| 5Y | +8.5% | +266.3% | -257.8% | +7.1% |
| 10Y | +245.3% | +427.4% | -182.1% | +241.7% |
| All | +34,084.2% | +3,205.2% | +30,879.0% | +40,748.1% |
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