+138.4%
HLT vs AEM
+306.3%
-167.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.2% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | -5.0% | +8.4% | -13.5% | -5.7% |
| 3M | -10.4% | +27.3% | -37.7% | -12.3% |
| 6M | +3.2% | -9.7% | +12.9% | +3.3% |
| YTD | +6.7% | +19.0% | -12.2% | +4.5% |
| 1Y | +10.3% | +31.5% | -21.2% | +6.8% |
| 3Y | +99.3% | +338.7% | -239.4% | +69.0% |
| All | +138.4% | +306.3% | -167.9% | +100.4% |
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