+498.2%
HCA vs IAU
+220.2%
+278.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.8% | +1.3% |
| 7D | +5.4% | -2.0% | +7.4% | +5.6% |
| 30D | +3.0% | -1.5% | +4.5% | +3.1% |
| 3M | +13.0% | +3.3% | +9.8% | +12.7% |
| 6M | -20.3% | -16.2% | -4.0% | -19.1% |
| YTD | -8.2% | +0.7% | -8.9% | -8.8% |
| 1Y | +6.7% | +19.2% | -12.5% | +4.0% |
| 3Y | +60.4% | +124.4% | -64.0% | +43.9% |
| 5Y | +73.4% | +140.0% | -66.6% | +54.0% |
| All | +498.2% | +220.2% | +278.0% | +430.6% |
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