+122.6%
HST vs AEHR
+1,901.3%
-1,778.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | -0.4% |
| 7D | +3.6% | +24.2% | -20.6% | +1.6% |
| 30D | +9.9% | -21.2% | +31.2% | +11.2% |
| 3M | +12.9% | -52.8% | +65.7% | +18.4% |
| 6M | +22.9% | -36.9% | +59.8% | +22.5% |
| YTD | +52.4% | +202.3% | -149.9% | +28.4% |
| 1Y | +52.5% | +162.9% | -110.3% | +29.8% |
| 3Y | +87.4% | +149.1% | -61.7% | +48.6% |
| 5Y | +82.9% | +146.2% | -63.3% | +34.4% |
| All | +122.6% | +1,901.3% | -1,778.7% | +20.5% |
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