+635.0%
HLT vs AEM
+839.8%
-204.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -2.6% | -5.0% | +2.5% | -2.4% |
| 30D | -2.6% | +8.5% | -11.1% | -2.9% |
| 3M | -9.4% | +29.3% | -38.7% | -10.3% |
| 6M | +2.7% | -12.9% | +15.7% | +2.9% |
| YTD | +6.8% | +16.8% | -10.0% | +5.9% |
| 1Y | +12.4% | +29.8% | -17.5% | +11.0% |
| 3Y | +100.2% | +336.7% | -236.6% | +89.9% |
| 5Y | +143.7% | +299.9% | -156.2% | +130.8% |
| 10Y | +584.9% | +362.2% | +222.6% | +543.3% |
| All | +635.0% | +839.8% | -204.8% | +601.7% |
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