+247.2%
HD vs IAU
+208.6%
+38.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.3% |
| 7D | +5.2% | +2.8% | +2.4% | +4.8% |
| 30D | +20.7% | -4.0% | +24.7% | +21.4% |
| 3M | +0.8% | -8.2% | +9.0% | +2.0% |
| 6M | +12.2% | -14.8% | +27.0% | +14.7% |
| YTD | +4.2% | -6.7% | +10.9% | +4.7% |
| 1Y | -2.6% | -2.2% | -0.3% | -2.8% |
| 3Y | +30.0% | +106.7% | -76.7% | +12.1% |
| 5Y | +8.1% | +114.8% | -106.7% | -8.7% |
| 10Y | +247.2% | +213.0% | +34.2% | +191.8% |
| All | +247.2% | +208.6% | +38.5% | +191.8% |
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