+58.8%
HBAN vs IAU
+858.9%
-800.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.8% |
| 7D | +2.1% | +0.7% | +1.3% | +2.2% |
| 30D | -4.5% | +0.3% | -4.8% | -4.4% |
| 3M | +2.6% | +0.7% | +1.9% | +2.7% |
| 6M | +4.7% | -15.5% | +20.2% | +2.4% |
| YTD | -1.5% | +1.0% | -2.5% | -0.9% |
| 1Y | -1.9% | +19.6% | -21.5% | +1.5% |
| 3Y | +75.2% | +125.4% | -50.2% | +101.1% |
| 5Y | +37.2% | +140.7% | -103.6% | +59.5% |
| 10Y | +156.6% | +218.1% | -61.5% | +214.9% |
| All | +58.8% | +858.9% | -800.1% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling