+6.7%
HD vs IAU
+105.6%
-98.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +1.5% | -4.6% | +6.1% | +2.2% |
| 30D | +18.0% | -5.4% | +23.4% | +18.8% |
| 3M | +2.8% | -10.9% | +13.7% | +4.3% |
| 6M | +17.0% | -17.4% | +34.3% | +19.7% |
| YTD | +3.5% | -10.2% | +13.7% | +4.5% |
| 1Y | -2.6% | -7.1% | +4.5% | -2.0% |
| 3Y | +30.7% | +97.7% | -67.0% | +13.6% |
| All | +6.7% | +105.6% | -98.9% | -14.1% |
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