+575.2%
HLT vs AEHR
+3,845.4%
-3,270.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -1.6% | +9.8% | -11.4% | -2.3% |
| 30D | -5.0% | -26.7% | +21.7% | -3.3% |
| 3M | -10.4% | -8.1% | -2.3% | -11.6% |
| 6M | +3.2% | +123.1% | -119.8% | -6.1% |
| YTD | +6.7% | +369.0% | -362.3% | -9.3% |
| 1Y | +10.3% | +256.4% | -246.1% | -5.3% |
| 3Y | +99.3% | +96.4% | +3.0% | +68.4% |
| 5Y | +143.7% | +836.6% | -692.9% | +69.7% |
| All | +575.2% | +3,845.4% | -3,270.2% | +272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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