+71.1%
HCA vs IAU
+138.0%
-66.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +2.9% | -3.4% | +6.3% | +3.3% |
| 30D | +2.4% | -1.1% | +3.5% | +2.5% |
| 3M | +13.0% | +5.8% | +7.2% | +12.3% |
| 6M | -21.4% | -16.9% | -4.4% | -19.7% |
| YTD | -9.5% | +0.1% | -9.6% | -10.5% |
| 1Y | +7.5% | +18.4% | -10.9% | +2.8% |
| 3Y | +57.6% | +123.6% | -66.0% | +26.0% |
| 5Y | +71.1% | +138.7% | -67.6% | +33.7% |
| All | +71.1% | +138.0% | -66.9% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling