-14.9%
HAL vs IAU
+210.9%
-225.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.1% | -4.6% | +10.7% | +6.9% |
| 30D | +2.9% | -5.4% | +8.3% | +3.8% |
| 3M | +3.3% | -10.9% | +14.2% | +5.3% |
| 6M | -16.9% | -17.4% | +0.4% | -14.1% |
| YTD | +21.2% | -10.2% | +31.4% | +22.0% |
| 1Y | +27.5% | -7.1% | +34.6% | +27.4% |
| 3Y | -6.4% | +97.7% | -104.2% | -26.8% |
| 5Y | +58.0% | +105.3% | -47.3% | +20.9% |
| All | -14.9% | +210.9% | -225.8% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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