-20.8%
HAL vs IAU
+208.6%
-229.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.6% | +0.4% |
| 7D | -6.5% | +2.8% | -9.3% | -7.0% |
| 30D | -2.1% | -4.0% | +1.8% | -1.4% |
| 3M | -4.9% | -8.2% | +3.4% | -3.5% |
| 6M | -19.3% | -14.8% | -4.5% | -17.0% |
| YTD | +14.3% | -6.7% | +21.0% | +14.4% |
| 1Y | +17.3% | -2.2% | +19.5% | +16.0% |
| 3Y | -10.9% | +106.7% | -117.6% | -31.0% |
| 5Y | +47.4% | +114.8% | -67.4% | +11.8% |
| 10Y | -20.8% | +213.0% | -233.8% | -43.0% |
| All | -20.8% | +208.6% | -229.4% | -43.0% |
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