+130.0%
HL vs IAU
+210.9%
-80.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.1% |
| 7D | -11.1% | -4.6% | -6.5% | -1.0% |
| 30D | -12.1% | -5.4% | -6.6% | +0.6% |
| 3M | -26.1% | -10.9% | -15.2% | -2.4% |
| 6M | -37.7% | -17.4% | -20.4% | -0.3% |
| YTD | -31.7% | -10.2% | -21.5% | -12.6% |
| 1Y | -11.6% | -7.1% | -4.6% | +4.3% |
| 3Y | +249.6% | +97.7% | +151.9% | -36.5% |
| 5Y | +108.5% | +105.3% | +3.2% | -63.5% |
| All | +130.0% | +210.9% | -80.9% | -82.9% |
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