+1,379.5%
HD vs IAU
+776.1%
+603.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -1.2% | -2.0% | +0.8% | -1.2% |
| 30D | +20.9% | -4.4% | +25.3% | +20.8% |
| 3M | -0.2% | -8.9% | +8.7% | -0.2% |
| 6M | +14.5% | -15.9% | +30.4% | +14.3% |
| YTD | +4.3% | -7.8% | +12.1% | +4.4% |
| 1Y | -3.5% | -3.8% | +0.3% | -3.3% |
| 3Y | +30.1% | +104.3% | -74.2% | +33.2% |
| 5Y | +8.5% | +111.2% | -102.7% | +11.0% |
| 10Y | +245.3% | +216.4% | +28.8% | +266.6% |
| All | +1,379.5% | +776.1% | +603.5% | +1,708.8% |
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 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